Article ID Journal Published Year Pages File Type
1152285 Statistics & Probability Letters 2012 8 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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