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• W3166924832 abstract "In the first part of this paper, we study RBSDEs in the case where the filtration is non-quasi-left-continuous and the lower obstacle is given by a predictable process. We prove the existence and uniqueness by using some results of optimal stopping theory in the predictable setting, some tools from general theory of processes as the Mertens decomposition of predictable strong supermartingale. In the second part, we introduce an optimal stopping problem indexed by predictable stopping times with the nonlinear predictable [Formula: see text] expectation induced by an appropriate backward stochastic differential equation (BSDE). We establish some useful properties of [Formula: see text]-supremartingales. Moreover, we show the existence of an optimal predictable stopping time, and we characterize the predictable value function in terms of the first component of RBSDEs studied in the first part." @default.
• W3166924832 created "2021-06-22" @default.
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• W3166924832 date "2021-06-14" @default.
• W3166924832 modified "2023-09-28" @default.
• W3166924832 title "Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem" @default.
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• W3166924832 doi "https://doi.org/10.1142/s0219493721500490" @default.
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