Optimal stopping for Non-linear Expectations, Stochastic Processes and Their Applications, pp.185-211, 2011. ,
DOI : 10.1016/j.spa.2010.10.001
Backward Stochastic Dierential Equations and integralpartial dierential equations, Stochastics and Stochastics Reports, pp.57-83, 1997. ,
Optimal Stopping for Dynamic Convex Risk Measures, Illinois Journal of Mathematics, vol.54, issue.3, pp.1025-1067, 2010. ,
A general Doob-Meyer-Mertens decomposition for gsupermartingale system, Electronic Journal of Probability, vol.21, issue.36, 2016. ,
DOI : 10.1214/16-ejp4527
URL : http://doi.org/10.1214/16-ejp4527
Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison, The Annals of Applied Probability, vol.18, issue.5, pp.2041-2069, 2008. ,
DOI : 10.1214/08-AAP517
Sur des problemes de regularisation, de recollement et d'interpolation en theorie des processus, Sém. de Proba. XVI, lect. notes in Mathematics, vol.25, pp.298-313, 1981. ,
DOI : 10.5802/aif.577
Generalized Dynkin Games and Doubly reected BSDEs with jumps, Electronic Journal of Probability, vol.21, issue.64, 2016. ,
DOI : 10.1214/16-ejp4568
URL : http://doi.org/10.1214/16-ejp4568
Game options in an imperfect market with default, to appear in SIAM, Journal on Financial Mathematics, 2016. ,
Les Aspects Probabilistes Du Controle Stochastique, Notes in Math, vol.876, pp.73-238, 1981. ,
DOI : 10.1007/BFb0097499
Reected solutions of Backward SDE's and related obstacle problems for PDE's, The Annals of Probability, pp.702-737, 1997. ,
Non-linear Pricing Theory and Backward Stochastic Dierential Equations, Lect. Notes in Mathematics, vol.1656, 1997. ,
Reflected backward stochastic differential equation with jumps and RCLL obstacle, Bulletin des Sciences Math??matiques, vol.132, issue.8, pp.690-710, 2008. ,
DOI : 10.1016/j.bulsci.2008.03.005
URL : https://doi.org/10.1016/j.bulsci.2008.03.005
Optional martingales, Math. USSR Sbornik, vol.40, issue.4, pp.435-468, 1981. ,
Reflected BSDEs when the obstacle is not right-continuous and optimal stopping, The Annals of Applied Probability, vol.27, issue.5, pp.3153-3188, 2017. ,
DOI : 10.1214/17-AAP1278
URL : https://hal.archives-ouvertes.fr/hal-01141801
Doubly Reected BSDEs and E f -Dynkin games: beyond the right-continuous case, https, 2016. ,
Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs, Festschrift for Bernt Øksendal, pp.259-279, 2017. ,
DOI : 10.1016/j.spa.2014.04.007
URL : https://hal.archives-ouvertes.fr/hal-01415420
Mixed Zero-Sum Stochastic Differential Game and American Game Options, SIAM Journal on Control and Optimization, vol.45, issue.2, pp.496-518, 2006. ,
DOI : 10.1137/S036301290444280X
Reected BSDE's with discontinuous barrier and application, Stochastics and Stochastic Reports, vol.7434, pp.571-596, 2002. ,
Backward stochastic dierential equations with jumps and random obstacle, Electronic Journal of Probability, vol.8, pp.1-20, 2003. ,
Reflected backward SDEs with general jumps, Teoriya Veroyatnostei i ee Primeneniya, vol.60, issue.2, pp.357-376, 2015. ,
DOI : 10.4213/tvp4623
Methods of mathematical nance, Applications of Mathematics, vol.39, 1998. ,
Reected BSDEs with regulated trajectories, 2016. ,
Optimal stopping time problem in a general framework, Electronic Journal of Probability, vol.17, issue.0, pp.1-28, 2012. ,
DOI : 10.1214/EJP.v17-2262
URL : https://hal.archives-ouvertes.fr/hal-01328196
Erratum: Optimal stopping time problem in a general framework, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-01328196
Optimal multiple stopping time problem, The Annals of Applied Probability, vol.21, issue.4, pp.1365-1399, 2011. ,
DOI : 10.1214/10-AAP727
URL : https://hal.archives-ouvertes.fr/hal-00423896
Tribus de Meyer et théorie des processus, Séminaire de probabilités de Strasbourg XIV, Lecture Notes in Mathematics, vol.79, issue.784, pp.500-546, 1978. ,
DOI : 10.1007/bfb0089512
Temps d???arret optimaux et theorie generale, Lecture Notes in Math, vol.77, issue.649, 1976. ,
DOI : 10.1007/BFb0064619
Reected backward stochastic dierential equation with jumps, Stochastics and Stoch, Reports, vol.65, pp.111-125, 1998. ,
DOI : 10.1080/17442509808834175
Nonlinear Expectations, Nonlinear Evaluations and Risk Measures, Lecture Notes in Math, pp.165-253, 1856. ,
DOI : 10.1007/978-3-540-44644-6_4
Stochastic Integration and Dierential Equations (Stochastic Modelling and Applied Probability, 2005. ,
BSDEs with jumps, optimization and applications to dynamic risk measures, Stochastic Processes and Their Applications, pp.0-29, 2013. ,
DOI : 10.1016/j.spa.2013.02.016
URL : https://hal.archives-ouvertes.fr/hal-00709632
Reected BSDEs and robust optimal stopping for dynamic risk measures with jumps, Stochastic Processes and their Applications, pp.3031-3054, 2014. ,
DOI : 10.1016/j.spa.2014.04.007
URL : https://hal.inria.fr/hal-00780175/document
Risk measures via -expectations, Insurance: Mathematics and Economics, vol.39, issue.1, pp.19-34, 2006. ,
DOI : 10.1016/j.insmatheco.2006.01.002
Backward stochastic dierential equations with jumps and related non-linear expectations, Stochastic Processes and Their Applications, pp.1358-1376, 2006. ,
DOI : 10.1016/j.spa.2006.02.009
URL : https://doi.org/10.1016/j.spa.2006.02.009
Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps, SIAM Journal on Control and Optimization, vol.32, issue.5, pp.1447-1475, 1994. ,
DOI : 10.1137/S0363012992233858