Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156317 | Stochastic Processes and their Applications | 2008 | 13 Pages |
Abstract
In this paper, we study reflected BSDE’s with one continuous barrier, under monotonicity and general increasing conditions in yy and non-Lipschitz conditions in zz. We prove the existence and uniqueness of a solution by an approximation method.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Mingyu Xu,