Article ID Journal Published Year Pages File Type
1156317 Stochastic Processes and their Applications 2008 13 Pages PDF
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
,