Reflected backward stochastic partial differential equations in a convex domain (Q2196539): Difference between revisions

In this paper, the authors study the reflected semi-linear BSPDEs with non-Markovian coefficients by an analytical method, whose solutions take values in a \(k\)-dimensional convex domain.The contribution of this paper is two-folds. Firstly, under both superparabolic and parabolic conditions, the existence and uniqueness of solutions to the system of reflected BSPDE is proved using the penalization method. Secondly, with the help of stochastic flows, the correspondence between semi-linear degenerate reflected BSPDE and a class of reflected backward stochastic differential equation in a non-Markovian framework is established.