Backward stochastic differential equations with oblique reflection and local Lipschitz drift

DOI10.1155/S1048953303000248zbMath1045.60055OpenAlexW2040922465MaRDI QIDQ1430558

Modeste N'zi, Auguste Aman

Publication date: 27 May 2004

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/50919

zbMATH Keywords

Brownian motionbackward stochastic differential equationsoblique reflection

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Related Items (6)

The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions ⋮ Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection ⋮ NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS ⋮ Anticipated backward stochastic differential equations with non-Lipschitz coefficients ⋮ Anticipated backward stochastic differential equations with non-Lipschitz coefficients ⋮ Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition

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