## Electronic Journal of Probability

### BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game

#### Abstract

In this paper we study BSDEs with two reflecting barriers driven by a Brownian motion and an independent Poisson process. We show the existence and uniqueness of $local$ and global solutions. As an application we solve the related zero-sum Dynkin game.

#### Article information

Source
Electron. J. Probab., Volume 11 (2006), paper no. 5, 121-145.

Dates
Accepted: 15 February 2006
First available in Project Euclid: 31 May 2016

https://projecteuclid.org/euclid.ejp/1464730540

Digital Object Identifier
doi:10.1214/EJP.v11-303

Mathematical Reviews number (MathSciNet)
MR2217812

Zentralblatt MATH identifier
1184.91038

Rights

#### Citation

Hamadene, Said; Hassani, Mohammed. BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game. Electron. J. Probab. 11 (2006), paper no. 5, 121--145. doi:10.1214/EJP.v11-303. https://projecteuclid.org/euclid.ejp/1464730540

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