• Title of article

    Some results on reflected forward-backward stochastic differential equations

  • Author/Authors

    Poursepahi Samian ، Zahra Faculty of Mathematical Sciences - University of Guilan , Yaghouti ، Mohammad Reza Faculty of Mathematical Sciences - University of Guilan

  • From page
    480
  • To page
    492
  • Abstract
    This paper is concerned with the reflected forward-backward stochastic differential equations with continuous monotone coefficients. Using the continuity approach, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equations. The distinct character of our result is that the coefficient of the reflected forward SDEs contains the solution variable of the reflected BSDEs.
  • Keywords
    Forward , backward stochastic differential equations , Increasing processes , Monotonicity condition
  • Journal title
    Computational Methods for Differential Equations
  • Journal title
    Computational Methods for Differential Equations
  • Record number

    2510990