Switching Game of Backward Stochastic Differential Equations and Associated System of Obliquely Reflected Backward Stochastic Differential Equations

‫ﺍﻨﺘﻅﻤﺕ ﺍﻝﺨﻁﺔ ﻓﻲ ﻓﺼل ﺘﻤﻬﻴﺩﻱ ﻭﺜﻼﺙ ﻓﺼﻭل ﻭﺨﺎﺘﻤﺔ‪ .‬ﺘﻀﻤﻥ ﺍﻝﺘﻤﻬﻴﺩ ﺇﻁﺎﺭﺍ ﻋﺎﻤﺎ ﻋﻥ‬ ‫ﻤﻔﻬﻭﻡ ﺍﻝﻤﺸﺎﺭﻜﺔ ﺍﻝﺴﻴﺎﺴﻴﺔ ﻤﻥ ﺨﻼل ﺘﻌﺭﻴﻔﻬﺎ‪ ،‬ﻤﺴﺘﻭﻴﺎﺘﻬﺎ‪

Key W ords: Adapted solution, antiipating stohasti alulus, bakward doubly SDEs,.. stohasti partial dierential equation, stohasti

In the second part of our work, we study the auxiliary obliquely reected BSDE, which is written in the Brownian ltration and represents the optimal value in all the possible

[9] Gozzi F., Marinelli C., Stochastic optimal control of delay equations arising in advertising models, Da Prato (ed.) et al., Stochastic partial differential equations

Key-words: Reflected backward stochastic differential equations with jumps,viscosity solution, partial integro-differential variational inequality, optimal stopping,

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Reflected stochastic differential equations have been introduced in the pionneering work of Skorokhod (see [Sko61]), and their numerical approximations by Euler schemes have been

Finally, assuming that for each i = 1, · · · , n, the ith component g i of the generator g is Lipschitz continuous in the state variable y, depends only on the ith row z i of the