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
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