BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
Work
Year: 2019
Type: article
Abstract: This paper proves the existence and uniqueness of a solution to reflected backward stochastic differential equations with a lower obstacle, which is assumed to be right upper-semicontinuous. The resu... more
Authors Mohamed Marzougue, Mohamed El Otmani
Institution Université Ibn Zohr
Cites: 9
Cited by: 13
Related to: 10
FWCI: 2.09
Citation percentile (by year/subfield): 79.52
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze