arXiv Analytics

Sign in

arXiv:0807.2075 [math.PR]AbstractReferencesReviewsResources

Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers

Shaolin Ji, Zhen Wu, Li Zhou

Published 2008-07-14Version 1

In this paper we study reflected backward stochastic differential equations with a continuous, linear growth coefficient and two barriers which belong to L^2. We prove that there exists at least by penalization method.

Comments: 10 pages
Categories: math.PR
Subjects: 60H10, 60H30
Related articles: Most relevant | Search more
arXiv:math/0701021 [math.PR] (Published 2006-12-31)
Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations
arXiv:0807.2076 [math.PR] (Published 2008-07-14)
Reflected Backward Stochastic Differential Equations Driven by Lévy Process
arXiv:1501.05896 [math.PR] (Published 2015-01-23)
Reflected backward stochastic differential equations with jumps in time-dependent random convex domains

Links

Toolbox