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)

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