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

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dc.creatorJi, Shaolin
dc.creatorWu, Zhen
dc.creatorZhou, Li
dc.date2008-07-14
dc.date.accessioned2026-07-07T09:50:05Z
dc.date.available2026-07-07T09:50:05Z
dc.descriptionIn 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.
dc.description10 pages
dc.identifierhttps://arxiv.org/abs/0807.2075
dc.identifierhttp://arxiv.org/abs/0807.2075
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/164826
dc.subjectProbability
dc.subject60H10; 60H30
dc.titleReflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers
dc.typetext

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