Auguste Aman, Jean Marc Owo
Published 2010-11-14Version 1
In this note, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous generator (left-or right-continuous). By a comparison theorem establish here for RBDSDEs, we provide a minimal or a maximal solution to RBDSDEs
A new type of reflected backward doubly stochastic differential equations
Multivalued stochastic Dirichlet-Neumann problems and generalized backward doubly stochastic differential equations
Representation theorems for backward doubly stochastic differential equations
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