Infinite time interval RBSDEs with non-Lipschitz coefficients

DOI10.1016/j.jkss.2012.08.005zbMath1294.60083OpenAlexW2080228499MaRDI QIDQ2512588

Weiwei Hua, Xuejun Shi, Long Jiang

Publication date: 7 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2012.08.005

zbMATH Keywords

existence and uniquenessinfinite time intervalnon-LipschitzRBSDEs

Mathematics Subject Classification ID

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

Related Items (1)

Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type

Cites Work

• Adapted solution of a backward stochastic differential equation
• Backward stochastic differential equations with reflection and weak assumptions on the coefficients
• Finite and infinite time interval BSDEs with non-Lipschitz coefficients
• Backward stochastic differential equations with non-Lipschitz coefficients
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Reflected solutions of backward SDE's, and related obstacle problems for PDE's
• Reflected solutions of backward stochastic differential equations with continuous coefficient
• Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions
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