This analysis establishes the existence and uniqueness of a solution for BSDEs with separated barriers, indicating regularity conditions may not be necessary.
In this paper, we investigate doubly reflected generalized backward stochastic differential equations with two reflecting right-continuous with left-limited barriers in a general filtration supporting a Brownian motion and an independent integer-valued random measure. We establish the existence and uniqueness of the solution when the barriers and their left limits are completely separated without assuming Mokobodski’s hypothesis or the regularity condition.
No takes yet. Share an insight, caveat, or question.
Badr Elmansouri (2025) studied this question.
Synapse has enriched one closely related paper. Consider it for comparative context: