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

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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 $z$.
28 pages

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Probability, 60H10

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http://salesiana.dossiersoluciones.com/handle/123456789/128565

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0705.1026
 http://arxiv.org/abs/0705.1026

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arXiv