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Backward and reflected backward stochastic differential equations under initial enlargement of Brownian filtrations NJGS7D1EPH

URIm2://res/NJGS7D1EPH
Kindpreprint
CreatorsYoussef Ouknine, Badr Elmansouri
Date2026-10-13
MSC60-XX
Subjectsarxiv math.PR
Scopein

Expressions

e1: version, preprint

Languageen
Date2026-10-13
IdsarXiv 2610.18180, zbl_id 903210675

Items in this resource

The mentions of the inventory that name this resource. Each name links to the card of its inventory row.

ItemKindWhereSource
Nonuniqueness of the transferred reflected BSDEexampleexample 5.2arxiv
Transfer of irregular reflected BSDEsproblemproblem 9.1arxiv
Strict value of terminal informationexampleexample 6.3arxiv
Conditional value of informationstatementtheorem 6.1arxiv
Projection and nonlinear Snell envelopesproblemproblem 9.2arxiv
Nonuniqueness for the transferred singular generatorstatementtheorem 3.5arxiv
Active reflection and enlarged informationstatementproposition 8.3arxiv
Transfer of reflectionstatementtheorem 5.1arxiv
Endpoint payoffsstatementproposition 7.1arxiv
Nonuniqueness with active reflectionexampleexample 5.3arxiv
Transfer identitystatementproposition 3.1arxiv
Initial enlargement by a general terminal signalproblemproblem 9.3arxiv
Different information, different solutionsexampleexample 3.4arxiv
Well-posedness of a regular enlarged BSDEstatementproposition 3.3arxiv
Disintegration of regular BSDEsstatementproposition 4.1arxiv
Strict value of terminal informationstatementproposition 8.1arxiv
Equality under a common optimal stopping timestatementproposition 6.2arxiv
Conditional valuation of a European callstatementproposition 8.5arxiv
Innovation and representationstatementtheorem 2.2arxiv
Integrability of the information driftstatementlemma 2.1arxiv

Catalogue records