Construction and Uniqueness for reflected BSDE under linear increasing condition

Details Construction and Uniqueness for reflected BSDE under linear increasing condition Construction and Uniqueness for reflected BSDE under linear increasing condition

2008-01-24

arxiv.org/abs/0801.3718v1

Mathematics

Symplectic Geometry

Scientific paper

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 $g$. Before that we study the construction of solution of of
reflected BSDE with one or two barriers.

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