11 citations · 15 across the 4 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2017
Systems of BSDEs with oblique reflection and related optimal switching problems
Mateusz Topolewski
We consider systems of backward stochastic differential equations with càdlàg upper barrier and oblique reflection from below driven by an increasing continuous function . O…
math.PR2016
Reflected BSDEs with general filtration and two completely separated barriers
Mateusz Topolewski
We consider reflected backward stochastic differential equations, with two barriers, defined on probability spaces equipped with filtration satisfying only the usual assumptions of…