Construction and Uniqueness for reflected BSDE under linear increasing condition
Symplectic Geometry
2008-01-25 v1 Probability
Abstract
In this paper, we study the uniqueness of the solution of reflected BSDE with one or two barriers, under continuous and linear increasing condition of generator . Before that we study the construction of solution of of reflected BSDE with one or two barriers.
Cite
@article{arxiv.0801.3718,
title = {Construction and Uniqueness for reflected BSDE under linear increasing condition},
author = {G. Jia and Mingyu Xu},
journal= {arXiv preprint arXiv:0801.3718},
year = {2008}
}