Quenez, Marie-Claire; Sulem, Agnès - In: Stochastic Processes and their Applications 124 (2014) 9, pp. 3031-3054
We study the optimal stopping problem for dynamic risk measures represented by Backward Stochastic Differential Equations (BSDEs) with jumps and its relation with reflected BSDEs (RBSDEs). The financial position is given by an RCLL adapted process. We first state some properties of RBSDEs with...