Reflected BSDEs with monotone generator (Q392698): Difference between revisions
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Latest revision as of 12:57, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs with monotone generator |
scientific article |
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Reflected BSDEs with monotone generator (English)
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15 January 2014
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Well-posedness of \(L^p\) solutions to a backward stochastic differential equation with a continuous barrier is established under certain regularity and monotonicity conditions on the coefficients. The proof uses a priori estimates and comparison arguments. An approximation result is also established.
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backward stochastic differential equations
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continuous barrier
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\(L^p\) solutions
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