BSDEs with monotone generator and two irregular reflecting barriers

DOI10.1016/j.bulsci.2012.06.006zbMath1311.60064arXiv1810.03397MaRDI QIDQ390828

Tomasz Klimsiak

Publication date: 9 January 2014

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.03397

zbMATH Keywords

supersolutions; monotone generators; reflected backward stochastic differential equations

Mathematics Subject Classification ID

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

60H20: Stochastic integral equations

60F25: (L^p)-limit theorems

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