One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
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Publication:451172
DOI10.1016/j.spl.2012.05.020zbMath1261.60056MaRDI QIDQ451172
Publication date: 21 September 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.020
comparison results; monotone coefficients; reflected backward doubly stochastic differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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