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Reflected BSDEs under random horizons: Sharp support criteria, irregular reflection, and Cox reconstruction

arXiv Mathematics · WORLD · Mathematics · 10/26/2026, 12:00:00 AM

arXiv:2610.31988v1 Announce Type: new Abstract: We study reduction and reconstruction of reflected backward stochastic differential equations (RBSDEs) across random horizons. We establish optional and predictable contact-measure transfer criteria by dual projection, prove a Cox survival identity for arbitrary integrable reflection measures (including atoms), and give a Brownian Cox reconstruction theorem with continuous obstacles and a converse within a specified reduction class. We also isolate componentwise minimality criteria for irregular obstacles and predictable reflection. The unresolved semimartingale and obstacle transport problems for general non-Cox invariance times are formulated as open questions rather than asserted as theorems. The paper distinguishes established results from conditional constructions.

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