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- W4301103686 abstract "We introduce a new class of reflected backward stochastic differential equations with two c`adl`ag barriers, which need not satisfy any separation conditions. For that reason, in general, the solutions are not semimartingales. We prove existence, uniqueness and approximation results for solutions of equations defined on general filtered probability spaces. Applications to Dynkin games and variational inequalities, both stationary and evolutionary, are given." @default.
- W4301103686 created "2022-10-04" @default.
- W4301103686 creator A5082571145 @default.
- W4301103686 date "2018-04-29" @default.
- W4301103686 modified "2023-09-27" @default.
- W4301103686 title "Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games" @default.
- W4301103686 doi "https://doi.org/10.48550/arxiv.1804.10880" @default.
- W4301103686 hasPublicationYear "2018" @default.
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