Reflected backward SDEs with two barriers under monotonicity and general increasing conditions
In this paper, we prove the existence and uniqueness result of the reflected BSDE with two continuous barriers under monotonicity and general increasing condition on \(y\), with Lipschitz condition on \(z\).
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| Published in | arXiv.org |
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| Main Author | |
| Format | Paper |
| Language | English |
| Published |
Ithaca
Cornell University Library, arXiv.org
08.05.2007
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| Online Access | Get full text |
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| Summary: | In this paper, we prove the existence and uniqueness result of the reflected BSDE with two continuous barriers under monotonicity and general increasing condition on \(y\), with Lipschitz condition on \(z\). |
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| ISSN: | 2331-8422 |