Reflected BSDE with monotonicity and general increasing in y, and non-Lipschitz conditions in z

arXivmath/0611870MaRDI QIDQ6478326FDOQ6478326

Authors: Mingyu Xu 

Publication date: 28 November 2006

Abstract: In this paper, we study the reflected BSDE with one continuous barrier, under the monotonicity and general increasing condition on $y$ and non Lipschitz condition on $z$. We prove the existence and uniqueness of the solution to these equation by approximation method.

Mathematics Subject Classification ID

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

This page was built for publication: Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6478326)