Reflected backward stochastic differential equations under stopping with an arbitrary random time

Safa Alsheyab, Tahir Choulli

This paper addresses reflected backward stochastic differential equations (RBSDE hereafter) that take the form of \begin{eqnarray*} \begin{cases} dY_t=f(t,Y_t, Z_t)d(t\wedgeτ)+Z_td…