Generalized Reflected BSDEs with RCLL Random Obstacles in a General Filtration
Probability
2026-03-09 v2
Abstract
This paper addresses the existence and uniqueness of solutions to Reflected Generalized Backward Stochastic Differential Equations (GRBSDEs) within a general filtration that supports a Brownian motion and an independent integer-valued random measure. Our study focuses on cases where the given data satisfy appropriate -integrability conditions and the coefficients satisfy a monotonicity assumption. Additionally, we establish a connection between the solution and an optimal control problem over the set of stopping times.
Keywords
Cite
@article{arxiv.2503.23732,
title = {Generalized Reflected BSDEs with RCLL Random Obstacles in a General Filtration},
author = {Badr Elmansouri and Mohamed El Otmani},
journal= {arXiv preprint arXiv:2503.23732},
year = {2026}
}