{"title":"带有跳跃的双反射广义 BSDEs 和带有非线性 Neumann 边界条件的抛物 IPDEs 的障碍问题","authors":"Mohammed Elhachemy, M. El Otmani","doi":"10.1515/rose-2024-2002","DOIUrl":null,"url":null,"abstract":"\n A one-dimensional generalized backward stochastic differential equation with jumps and two barriers is the main objective of this paper.\nWhen the generators are monotone and the barriers are right continuous with left limits and completely separated, we prove the existence and uniqueness of a solution.\nAs in application, we provide a probabilistic interpretation of a solution of a double obstacle problem of second-order parabolic integral-partial differential equations with nonlinear Neumann boundary conditions.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":null,"pages":null},"PeriodicalIF":0.3000,"publicationDate":"2024-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions\",\"authors\":\"Mohammed Elhachemy, M. El Otmani\",\"doi\":\"10.1515/rose-2024-2002\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\\n A one-dimensional generalized backward stochastic differential equation with jumps and two barriers is the main objective of this paper.\\nWhen the generators are monotone and the barriers are right continuous with left limits and completely separated, we prove the existence and uniqueness of a solution.\\nAs in application, we provide a probabilistic interpretation of a solution of a double obstacle problem of second-order parabolic integral-partial differential equations with nonlinear Neumann boundary conditions.\",\"PeriodicalId\":43421,\"journal\":{\"name\":\"Random Operators and Stochastic Equations\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2024-02-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Random Operators and Stochastic Equations\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/rose-2024-2002\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2024-2002","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions
A one-dimensional generalized backward stochastic differential equation with jumps and two barriers is the main objective of this paper.
When the generators are monotone and the barriers are right continuous with left limits and completely separated, we prove the existence and uniqueness of a solution.
As in application, we provide a probabilistic interpretation of a solution of a double obstacle problem of second-order parabolic integral-partial differential equations with nonlinear Neumann boundary conditions.