Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers

Details Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers

2008-07-14

arxiv.org/abs/0807.2075v1

Mathematics

Probability

10 pages

Scientific paper

In this paper we study reflected backward stochastic differential equations
with a continuous, linear growth coefficient and two barriers which belong to
L^2. We prove that there exists at least by penalization method.

Affiliated with

Also associated with

No associations

Rating

Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-442706