Reflected BSDEs with a stochastic Lipschitz coefficient
From MaRDI portal
Abstract: In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqueness of the solutions for those equations via Snell envelope and the fixed point theorem.
Recommendations
- Reflected BSDE driven by a Lévy process with stochastic Lipschitz coefficient
- Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient
- L^p-solution of reflected generalized BSDEs with non-Lipschitz coefficients
- BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
- Backward stochastic differential equations with reflection and weak assumptions on the coefficients
Cited in
(10)- Reflected solutions of backward stochastic differential equations with continuous coefficient
- Backward stochastic differential equations with oblique reflection and local Lipschitz drift
- BSDEs with mean reflection driven by G-Brownian motion
- Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients
- BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
- Reflected BSDE driven by a Lévy process with stochastic Lipschitz coefficient
- Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient
- A framework of BSDEs with stochastic Lipschitz coefficients
- A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients
- Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs
This page was built for publication: Reflected BSDEs with a stochastic Lipschitz coefficient
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2886309)