# Doubly Reflected BSDEs and non-linear Dynkin games: beyond right-continuity

## Abstract

We formulate a notion of doubly reflected BSDE in the case where the barriers $\xi$ and $\zeta$ are completely irregular. Under a Mokobodzki-type condition, we show existence and uniqueness of the solution. When $\xi$ is... [ view full abstract ]

## Authors

1. Miryana Grigorova (University Bielefeld)
2. Peter Imkeller (Humboldt-Universität zu Berlin)