论文标题
在一般过滤空间上反射具有两个可选屏障和单调系数的BSDE
Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space
论文作者
论文摘要
我们考虑反射反射的向后随机微分方程，具有两个可选的级别（d）的可选障碍，可满足Mokobodzki的分离条件和系数，而系数仅是连续且无刺激的。我们假设数据仅是可集成的，终端时间是任意的（可能是无限）停止时间。我们研究解决方案的存在和独特性的问题，以及它们与非线性Dynkin游戏中价值过程的联系。
We consider reflected backward stochastic differential equations with two optional barriers of class (D) satisfying Mokobodzki's separation condition and coefficient which is only continuous and non-increasing. We assume that data are merely integrable and the terminal time is an arbitrary (possibly infinite) stopping time. We study the problem of existence and uniqueness of solutions, and their connections with the value process in nonlinear Dynkin games.
