{
  "id": "0806.0917",
  "version": "v2",
  "published": "2008-06-05T07:38:26.000Z",
  "updated": "2009-06-08T05:52:55.000Z",
  "title": "Reflected Solutions of Backward Doubly Stochastic Differential Equations",
  "authors": [
    "Weiqiang Yang",
    "Yufeng Shi",
    "Yangling Gu"
  ],
  "comment": "18 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We study reflected solutions of one-dimensional backward doubly stochastic differential equations (BDSDEs in short). The \"reflected\" keeps the solution above a given stochastic process. We get the uniqueness and existence by penalization. For the existence of backward stochastic integral, our proof is different from [KKPPQ] slightly. We also obtain a comparison theorem for reflected BDSDEs.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2009-06-08T05:52:55.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60H30",
      "35K85",
      "90A09"
    ],
    "keywords": [
      "backward doubly stochastic differential equations",
      "reflected solutions",
      "one-dimensional backward doubly stochastic differential",
      "comparison theorem",
      "backward stochastic integral"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 18,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0806.0917Y"
    }
  }
}