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Reflected backward SDEs with two barriers under monotonicity and general increasing conditions

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 نشر من قبل Mingyu Xu
 تاريخ النشر 2007
  مجال البحث
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 تأليف Mingyu Xu




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In this paper, we prove the existence and uniqueness result of the reflected BSDE with two continuous barriers under monotonicity and general increasing condition on $y$, with Lipschitz condition on $z$.



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