Reflected Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients

被引：2

作者：

Zhi LI ^{[1
]}

Jiao Wan LUO ^{[2
]}

机构：

[1] School of Information and Mathematics,Yangtze University

[2] School of Mathematics and Information Sciences,Guangzhou

来源：

ActaMathematicaSinica | 2013年 / 29卷 / 04期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous (left or right continuous) generator. We obtain an existence theorem and a comparison theorem for solutions of the class of RBDSDEs.

引用

页码：639 / 650

页数：12

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