Reflected backward stochastic differential equations driven by countable Brownian motions (Q1790097)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations driven by countable Brownian motions |
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Reflected backward stochastic differential equations driven by countable Brownian motions (English)
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10 October 2018
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Summary: This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.
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