\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207)
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scientific article
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| English | \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions |
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\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (English)
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19 September 2019
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reflected backward stochastic differential equation
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existence and uniqueness
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comparison theorem
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stability theorem
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\(L^1\) solution
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0.92849314
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0.92344046
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0.9230511
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0.9217015
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0.92018265
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0.9158152
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0.91425127
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