Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient

DOI10.1515/rose.2002.10.4.335zbMath1004.60059OpenAlexW2049659534WikidataQ115235791 ScholiaQ115235791MaRDI QIDQ4780946

Khaled Bahlali, Youssef Ouknine, El Hassan Es-Saky

Publication date: 21 November 2002

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2002.10.4.335

zbMATH Keywords

backward stochastic differential equationconvex regionlocally Lipschitz coefficient

Mathematics Subject Classification ID

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

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Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient ⋮ Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process ⋮ Reflected backward stochastic differential equations with perturbations ⋮ Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations ⋮ A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition ⋮ BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs ⋮ REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS

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