Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$
Probability
2007-05-23 v1
Abstract
In this paper, we study the reflected BSDE with one continuous barrier, under the monotonicity and general increasing condition on and non Lipschitz condition on . We prove the existence and uniqueness of the solution to these equation by approximation method.
Keywords
Cite
@article{arxiv.math/0611870,
title = {Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$},
author = {Mingyu Xu},
journal= {arXiv preprint arXiv:math/0611870},
year = {2007}
}
Comments
25 pages