{
  "id": "1011.3221",
  "version": "v1",
  "published": "2010-11-14T12:12:26.000Z",
  "updated": "2010-11-14T12:12:26.000Z",
  "title": "Reflected backward doubly stochastic differential equations with discontinuous generator",
  "authors": [
    "Auguste Aman",
    "Jean Marc Owo"
  ],
  "comment": "11 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-11-14T12:12:26.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H15",
      "60H20"
    ],
    "keywords": [
      "backward doubly stochastic differential equations",
      "reflected backward doubly stochastic differential",
      "discontinuous generator",
      "one-dimensional reflected backward doubly"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 11,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1011.3221A"
    }
  }
}