Skorohod equation and BSDE's with two reflecting barriers

Details Skorohod equation and BSDE's with two reflecting barriers Skorohod equation and BSDE's with two reflecting barriers

2011-10-03

arxiv.org/abs/1110.0422v1

Mathematics

Probability

Scientific paper

We solve a class of doubly reflected backward stochastic differential
equation whose generator depends on the resistance due to reflections, which
extend the recent work of Qian and Xu on reflected BSDE with one barrier. We
then obtain the existence and uniqueness and the continuous dependence theorem
for this reflected BSDE.

Affiliated with

Also associated with

No associations

Rating

Skorohod equation and BSDE's with two reflecting 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 Skorohod equation and BSDE's with two reflecting barriers, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Skorohod equation and BSDE's with two reflecting barriers will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-271614