53 citations · 217 across the 49 of their papers we have counts for
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Reflected backward stochastic differential equations with two optional barriers
Tomasz Klimsiak, Maurycy Rzymowski, Leszek Słomiński
We consider reflected backward stochastic differential equations with two general optional barriers. The solutions to these equations have the so-called regulated trajectories, i.e…
Reflected BSDEs with monotone generator
Tomasz Klimsiak
We give necessary and sufficient condition for existence and uniqueness of -solutions of reflected BSDEs with continuous barrier, generator monotone with respect to…
BSDEs with monotone generator and two irregular reflecting barriers
Tomasz Klimsiak
We consider BSDEs with two reflecting irregular barriers. We give necessary and sufficient conditions for existence and uniqueness of solutions for equations with…
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games
Tomasz Klimsiak
We introduce a new class of reflected backward stochastic differential equations with two càdlàg barriers, which need not satisfy any separation conditions. For that reason, in gen…