One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients

DOI10.1016/j.spl.2012.05.020zbMath1261.60056OpenAlexW2086238714MaRDI QIDQ451172

Zhi Li, Luo, Jiaowan

Publication date: 21 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.020

zbMATH Keywords

comparison resultsmonotone coefficientsreflected backward doubly stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Reflected backward doubly stochastic differential equations with discontinuous barrier, Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process, RBDSDEs with jumps and optional Barrier and mean field game with common noise, Reflected solutions of generalized anticipated backward double stochastic differential equations, Two-barriers reflected backward doubly SDEs beyond right continuity

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