TY  - GEN
AB  - In this note we prove existence of a solution to a system of Markovian
BSDEs with interconnected obstacles. A key feature of our system, and the main
novelty of this paper, is that we allow for the driver ƒ<sub>*i*</sub> of the *i*-th component of the 
 *Y* -process to depend on all components of the *Z*-process. This extends the existing
theory on reflected BSDEs, which only addresses problems where ƒ<sub>*i*</sub> depends on *Z*<sup>*i*</sup>.
DA  - 2017
LA  - eng
PY  - 2017
SN  - 0931-6558
SP  - 17-
TI  - A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles
UR  - https://nbn-resolving.org/urn:nbn:de:0070-pub-29304305
Y2  - 2024-11-22T13:23:42
ER  -