Reflected solutions of generalized anticipated backward double stochastic differential equations

DOI10.1515/ROSE-2017-0005zbMATH Open1359.60076OpenAlexW2593723382MaRDI QIDQ515477FDOQ515477

Zhi Li, Liping Xu, Jiaowa Luo

Publication date: 16 March 2017

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

Full work available at URL: https://doi.org/10.1515/rose-2017-0005

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zbMATH Keywords

comparison theoremanticipated backward doubly stochastic differential equationsreflected solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cites Work

• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Reflected solutions of backward SDE's, and related obstacle problems for PDE's
• Anticipated backward stochastic differential equations
• The obstacle problem for quasilinear stochastic PDEs: analytical approach
• Maximum Principle for Backward Doubly Stochastic Control Systems with Applications
• The obstacle problem for quasilinear stochastic PDE's
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Reflected generalized backward doubly SDEs driven by Lévy processes and applications
• Reflected backward doubly stochastic differential equations with discontinuous generator
• Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
• Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process
• Reflected backward doubly stochastic differential equations driven by a Lévy process
• One barrier reflected backward doubly stochastic differential equations with continuous generator
• Anticipated backward doubly stochastic differential equations
• Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier
• Reflected backward doubly stochastic differential equations with discontinuous coefficients
• One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
• Converse comparison theorems for backward doubly stochastic differential equations
• An approximation result for nonlinear SPDEs with Neumann boundary conditions

Cited In (1)

• Anticipated backward stochastic variational inequalities with generalized reflection

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