Reflected backward SDEs with two barriers under monotonicity and general increasing conditions

• Published in: arXiv.org
• Main Author: Xu, Mingyu
• Format: Paper
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 08.05.2007

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 \(z\).