Reflected backward SDEs with two barriers under monotonicity and general increasing conditions
Probability
2007-05-23 v1
Abstract
In this paper, we prove the existence and uniqueness result of the reflected BSDE with two continuous barriers under monotonicity and general increasing condition on , with Lipschitz condition on .
Cite
@article{arxiv.0705.1026,
title = {Reflected backward SDEs with two barriers under monotonicity and general increasing conditions},
author = {Mingyu Xu},
journal= {arXiv preprint arXiv:0705.1026},
year = {2007}
}