Infinite time interval RBSDEs with non-Lipschitz coefficients

被引：0

作者：

Weiwei Hua

Long Jiang

Xuejun Shi

机构：

[1] China University of Mining and Technology,College of Science

来源：

Journal of the Korean Statistical Society | 2013年 / 42卷

关键词：

RBSDEs; Infinite time interval; Non-Lipschitz; Existence and uniqueness; primary 60H10; secondary 37H10;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper aims at solving infinite horizon reflected backward stochastic differential equations (RBSDEs) under weak assumptions. We obtain a more general existence and uniqueness theorem about the solutions to RBSDEs with non-Lipschitz generators.

引用

页码：247 / 256

页数：9

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