arXiv:0912.5060 Abstract | arXiv Analytics

arXiv:0912.5060 [math.PR]Abstract References Reviews Resources

$L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations

Published 2009-12-29, updated 2010-01-14Version 2

In this paper, we deal with a class of one-dimensional reflected backward doubly stochastic differential equations with one continuous lower barrier. We derive the existence and uniqueness of solutions for these equations with Lipschitz coefficients.

Comments: 15 pages

Categories: math.PR

Subjects: 60H10

Keywords: backward doubly stochastic differential equations, reflected backward doubly stochastic differential, one-dimensional reflected backward doubly stochastic, continuous lower barrier, lipschitz coefficients

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