{
  "id": "1505.03228",
  "version": "v1",
  "published": "2015-05-13T03:11:13.000Z",
  "updated": "2015-05-13T03:11:13.000Z",
  "title": "Some Properties of Reflected Backward Stochastic Differential Equations for a Finite State Markov Chain Model",
  "authors": [
    "Zhe Yang",
    "Dimbinirina Ramarimbahoaka",
    "Robert J. Elliott"
  ],
  "comment": "22 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we provide an estimate for the solutions of reflected backward stochastic differential equations (RBSDEs) driven by a Markov chain, derive a continuous dependence property for their solutions with respect to the parameters of the equations, and show similar properties for solutions of backward stochastic differential equations (BSDEs). We finally establish a comparison result for the solutions of RBSDEs driven by a Markov chain.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-05-13T03:11:13.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "reflected backward stochastic differential equations",
      "finite state markov chain model"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 22,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150503228Y"
    }
  }
}