Optimal stopping for dynamic risk measures with jumps and obstacle   problems
  We study the optimal stopping problem for a monotonous dynamic risk measure induced by a BSDE with jumps in the Markovian case. We show that the value function is a viscosity solution of an obstacle problem for a partial integro-differential variational inequality, and we provide an uniqueness result for this obstacle problem. 
Roxana Dumitrescu, Marie-Claire Quenez, Agn\`es Sulem
math.OC