کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152285 958277 2012 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
چکیده انگلیسی

In this paper, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous (left or right continuous) monotone generator. An existence theorem and a comparison theorem for solutions of the class of RBDSDEs are established. Some known results are extended.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 10, October 2012, Pages 1841–1848
نویسندگان
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