One barrier reflected backward doubly stochastic differential equations with continuous generator

DOI10.1016/j.crma.2009.08.001zbMath1176.60041MaRDI QIDQ1032855

Naoual Mrhardy, Khaled Bahlali, Badreddine Mansouri, Mohammed Hassani

Publication date: 5 November 2009

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.08.001

Mathematics Subject Classification ID

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

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Cites Work

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• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Reflected solutions of backward SDE's, and related obstacle problems for PDE's
• Reflected backward stochastic differential equations with jumps