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

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

2009-12-29

arxiv.org/abs/0912.5060v2

Mathematics

Probability

15 pages

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

$L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations 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 $L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and $L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-62377