Geodesic
Reflected BSDE’s with discontinuous barrier and time delayed generators
Karouf, Monia1
1 Tunisie
ESAIM: Probability and Statistics, Tome 19 (2015), pp. 194-203.

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In this paper, we prove the existence and uniqueness result of the reflected BSDE with time delayed generator and right continuous and left limited barrier. A comparison theorem is also proved.

Reçu le :
DOI : 10.1051/ps/2014021
Classification : 60H10, 60H20, 34K12
Keywords: Reflected backward stochastic differential equation, time delayed generator, comparison principle

Karouf, Monia 1

1 Tunisie 
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Karouf, Monia. Reflected BSDE’s with discontinuous barrier and time delayed generators. ESAIM: Probability and Statistics, Tome 19 (2015), pp. 194-203. doi : 10.1051/ps/2014021. http://geodesic.mathdoc.fr/articles/10.1051/ps/2014021/

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