Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152285 | Statistics & Probability Letters | 2012 | 8 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhi Li, Jiaowan Luo,