A note on existence and uniqueness for solutions of multidimensional reflected BSDEs

DOI10.1214/ECP.v16-1614zbMath1232.93095OpenAlexW2099342208MaRDI QIDQ638252

Idris Kharroubi, Romuald Elie, Jean-François Chassagneux

Publication date: 9 September 2011

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

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticle630c.html

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic methods, stochastic differential equations (65C99)

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