This paper is related to the study of systems of reflected backward stochastic differential equations with interconnected bilateral obstacles. These systems are connected with zero-sum stochastic switching games. Under appropriate assumptions, we provide either existence or existence and uniqueness of the solution of those systems when the switching costs are Itô processes. The link with systems of PDEs with bilateral interconnected obstacles is also stated via the Feynman-Kac representation when randomness comes from a Markov diffusion process.

中文翻译：

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具有相互关联的双边障碍的反射式BSDE系统：存在，独特性和应用

本文涉及具有相互联系的双边障碍的反射倒向随机微分方程系统的研究。这些系统与零和随机切换游戏相关。在适当的假设下，当转换成本为Itô流程时，我们提供这些系统解决方案的存在或存在和唯一性。当随机性来自马尔可夫扩散过程时，也通过Feynman-Kac表示法来说明具有双边互连障碍的PDE系统之间的联系。