Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers

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In this paper we study reflected backward stochastic differential equations with a continuous, linear growth coefficient and two barriers which belong to L^2. We prove that there exists at least by penalization method.
10 pages

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Probability, 60H10; 60H30

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http://salesiana.dossiersoluciones.com/handle/123456789/164826

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0807.2075
 http://arxiv.org/abs/0807.2075

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arXiv