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.

引用

页码：1 / 11

页数：11

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