Reflected BSDEs with monotone generator (Q392698)
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scientific article; zbMATH DE number 6245591
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| English | Reflected BSDEs with monotone generator |
scientific article; zbMATH DE number 6245591 |
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Reflected BSDEs with monotone generator (English)
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15 January 2014
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Well-posedness of \(L^p\) solutions to a backward stochastic differential equation with a continuous barrier is established under certain regularity and monotonicity conditions on the coefficients. The proof uses a priori estimates and comparison arguments. An approximation result is also established.
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backward stochastic differential equations
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continuous barrier
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\(L^p\) solutions
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0.8886057734489441
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0.8804875612258911
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0.8708178997039795
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0.8659167289733887
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0.8619672060012817
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