Optimal control over split stopping times in defaultable settings and reflected BSDEs with irregular obstacles

Journal of Mathematical Analysis and Applications 2026

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Authors: Badr Elmansouri, Mohamed El Otmani

DOI: 10.1016/j.jmaa.2026.130508

Cited by: 0

References: 38

Fields of Study & Subjects

Stochastic processes and financial applications Fuzzy Systems and Optimization Nonlinear Differential Equations Analysis

References 38