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##### Cited by 5 publications
(4 citation statements)
##### References 3 publications
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“…By the definition of f n , Lemma 2.3, and Lemma 2.4, we can easily deduce BDSDEs(ξ, f n , g) is a special case in [8]. Therefore, BDSDEs(ξ, f n , g) have a unique solution denoted by (Y n t , Z n t ).…”
Section: Existence and Uniquenessmentioning
confidence: 94%
“…By the definition of f n , Lemma 2.3, and Lemma 2.4, we can easily deduce BDSDEs(ξ, f n , g) is a special case in [8]. Therefore, BDSDEs(ξ, f n , g) have a unique solution denoted by (Y n t , Z n t ).…”
Section: Existence and Uniquenessmentioning
confidence: 94%
“…Following this, Ren [36] has considered RBDSDEs driven by Teugels martingales associated with a Lévy process, in which the barrier process is right continuous with left limits. We stress that the theory of RBDSDEs has been extended to the case where the barrier is not necessarily continuous and/or a larger filtration than the Brownian filtration, or by weakening the assumptions on the coefficients, by several authors, we quote [3,5,2,18,22,36] and references therein. In all of the mentioned works, the barrier has been assumed to be at least right continuous.…”
Section: Introductionmentioning
confidence: 99%
“…To this direction, several attempts have been done. Among others, we refer to [4,5,9,15,[21][22][23][24] for the case of BSDEs, and [16,25,26,30] for BDSDEs. In our paper, we use a generalization of the Doob-Meyer decomposition called the Mertens decomposition.…”
Section: Introductionmentioning
confidence: 99%
“…To this direction, several attempts have been done. Among others, we refer to [4,5,9,15,[21][22][23][24] for the case of BSDEs, and [16,25,26,30] for BDSDEs.…”
Section: Introductionmentioning
confidence: 99%