$L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations

Wen Lu

$L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations

Probability 2015-01-06 v2

Authors: Wen Lu

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.

Keywords

reflected backward doubly stochastic differential equations Lipschitz coefficients existence and uniqueness Lp solutions one-dimensional

Cite

@article{arxiv.0912.5060,
  title  = {$L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations},
  author = {Wen Lu},
  journal= {arXiv preprint arXiv:0912.5060},
  year   = {2015}
}

Comments

15 pages

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