Reflected backward SDEs with two barriers under monotonicity and general increasing conditions
نشر في Mingyu Xu
بتاريخ 2007
والبحث باللغة
English
تحميل البحث
الملخص بالإنكليزية
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 $z$.