Title of article :
Backward stochastic differential equations with reflection and weak assumptions on the coefficients
Author/Authors :
Xu، نويسنده , , Mingyu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
13
From page :
968
To page :
980
Abstract :
In this paper, we study reflected BSDE’s with one continuous barrier, under monotonicity and general increasing conditions in y and non-Lipschitz conditions in z . We prove the existence and uniqueness of a solution by an approximation method.
Keywords :
Non-Lipschitz condition , Monotonicity , Quadratic increasing , Linear increasing , Reflected backward stochastic differential equation
Journal title :
Stochastic Processes and their Applications
Serial Year :
2008
Journal title :
Stochastic Processes and their Applications
Record number :
1577986
Link To Document :
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