Doubly Reflected Backward Stochastic Differential Equations: Proofs for Jump Processes

892.7 KB of research materials authored by Rachid Belfadli, last updated on April 22, 2026. The content includes a paper proving the existence and uniqueness of solutions for two classes of doubly reflected backward stochastic differential equations driven by pure jump Markov and jump semi-Markov processes. The analysis is based on the Snell envelope technique and a penalization method.

Use Cases

• Studying solution existence and uniqueness proofs for DRBSDEs based on the described theoretical framework.
• Applying the Snell envelope technique to reflected stochastic equations as described in the paper.
• Analyzing penalization methods for solving stochastic differential equations with jump processes.
• Comparing theoretical results for Markov versus semi-Markov jump process settings as outlined in the description.

Strengths

• The 892.7 KB package includes multiple file formats (BIB, STY, EPS, CLS, PDF) likely containing the full paper and related LaTeX source.
• The work is licensed under CC-BY-4.0, permitting broad reuse with attribution.
• The description explicitly states the core mathematical contribution: proving existence and uniqueness for two specific classes of DRBSDEs.

Limitations

• The dataset is a 892.7 KB theoretical paper, not a collection of empirical or numerical data for direct analysis.
• Column-level documentation is absent; field semantics must be inferred after download.
• Row count is unknown, which may limit suitability assessment for data-driven tasks.

Provenance

Source

figshare, authored by Rachid Belfadli.

Collection Method

Theoretical mathematical research and proof.

Freshness

Last updated 2026-04-22 10:51:09; freshness should be verified.