Reflected BSDEs with monotone generator

DOI10.1214/EJP.v17-1759zbMath1288.60072arXiv1810.03404OpenAlexW2052539338MaRDI QIDQ392698

Tomasz Klimsiak

Publication date: 15 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.03404

zbMATH Keywords

backward stochastic differential equations\(L^p\) solutionscontinuous barrier

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) (L^p)-limit theorems (60F25)

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