Reflected backward stochastic differential equations driven by countable Brownian motions with continuous coefficients

被引：1
|
作者：
Owo, Jean-Marc [1 ]
机构：
[1] Univ Felix Houphouet Boigny, UFR Math & Informat, Abidjan, Cote Ivoire
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2015年 / 20卷
关键词：
Backward doubly stochastic differential equations; Countable Brownian Motions; comparison theorem; continuous and linear growth conditions; SPDES;
D O I：
10.1214/ECP.v20-3771
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this note, we study one-dimensional reflected backward stochastic differential equations (RBSDEs) driven by Countable Brownian Motions with one continuous barrier and continuous generators. Via a comparison theorem, we provide the existence of minimal and maximal solutions to this kind of equations.
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页码：1 / 11
页数：11
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