Filtration-Consistent Dynamic Operator with a Floor and Associated Reflected Backward Stochastic Differential Equations

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dc.creatorBao, Xiaobo
dc.creatorTang, Shanjian
dc.date2006-02-15
dc.date.accessioned2026-07-07T07:03:27Z
dc.date.available2026-07-07T07:03:27Z
dc.descriptionThis paper introduces the notion of a filtration-consistent dynamic operator with a floor, by suitably formulating four axioms. It is shown that under some suitable conditions, a filtration-consistent dynamic operator with a continuous upper-bounded floor is necessarily represented by the solution of a backward stochastic differential equation reflected upwards on the floor.
dc.description25 pages
dc.identifierhttps://arxiv.org/abs/math/0602322
dc.identifierhttp://arxiv.org/abs/math/0602322
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/108975
dc.subjectProbability
dc.subject60H10; 60H30
dc.titleFiltration-Consistent Dynamic Operator with a Floor and Associated Reflected Backward Stochastic Differential Equations
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