| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152266 | Statistics & Probability Letters | 2012 | 8 Pages |
Abstract
Generalized anticipated backward stochastic differential equations, studied for the first time in 2007, are equations with generator ff depending on the future value of the solution (Y⋅,Z⋅)(Y⋅,Z⋅). In this paper, we will study the existence and uniqueness of the reflected solutions to these equations, and as an application we solve a type of reflected equations with functional barrier.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xiaoming Xu,