{
  "id": "0912.5060",
  "version": "v2",
  "published": "2009-12-29T14:39:50.000Z",
  "updated": "2010-01-14T02:14:19.000Z",
  "title": "$L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations",
  "authors": [
    "Wen Lv"
  ],
  "comment": "15 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2010-01-14T02:14:19.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10"
    ],
    "keywords": [
      "backward doubly stochastic differential equations",
      "reflected backward doubly stochastic differential",
      "one-dimensional reflected backward doubly stochastic",
      "continuous lower barrier",
      "lipschitz coefficients"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 15,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0912.5060L"
    }
  }
}