{"title":"BSDEs with jumps and two completely separated\nirregular barriers in a general filtration","authors":"M. Marzougue, M. Otmani","doi":"10.30757/ALEA.V18-28","DOIUrl":null,"url":null,"abstract":"We consider a doubly reflected backward stochastic differential equations with jumps and two completely separated optional barriers in a general filtration that supports a one-dimensional Brownian motion and an independent Poisson random measure. We suppose that the barriers have trajectories with left and right finite limits. We provide the existence and uniqueness result when the coefficient is stochastic Lipschitz by using a penalization method.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.30757/ALEA.V18-28","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
We consider a doubly reflected backward stochastic differential equations with jumps and two completely separated optional barriers in a general filtration that supports a one-dimensional Brownian motion and an independent Poisson random measure. We suppose that the barriers have trajectories with left and right finite limits. We provide the existence and uniqueness result when the coefficient is stochastic Lipschitz by using a penalization method.
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