Reflected backward SDEs with two barriers under monotonicity and general increasing conditions

Details Reflected backward SDEs with two barriers under monotonicity and general increasing conditions Reflected backward SDEs with two barriers under monotonicity and general increasing conditions

2007-05-08

arxiv.org/abs/0705.1026v1

Mathematics

Probability

28 pages

Scientific paper

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 $y$, with Lipschitz condition on $z$.

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