{
  "id": "0807.2075",
  "version": "v1",
  "published": "2008-07-14T02:57:21.000Z",
  "updated": "2008-07-14T02:57:21.000Z",
  "title": "Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers",
  "authors": [
    "Shaolin Ji",
    "Zhen Wu",
    "Li Zhou"
  ],
  "comment": "10 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2008-07-14T02:57:21.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60H30"
    ],
    "keywords": [
      "reflected backward stochastic differential equations",
      "continuous coefficient",
      "linear growth coefficient",
      "study reflected backward stochastic differential",
      "penalization method"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 10,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0807.2075J"
    }
  }
}