Reflected backward doubly stochastic differential equations with discontinuous coefficients

被引：0

作者：

Zhi Li

Jiao Wan Luo

机构：

[1] Yangtze University,School of Information and Mathematics

[2] Guangzhou University,School of Mathematics and Information Sciences

来源：

Acta Mathematica Sinica, English Series | 2013年 / 29卷

关键词：

Reflected backward doubly stochastic differential equations; existence theorem; comparison theorem; 60H10;

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：11

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