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

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dc.creatorXu, Mingyu
dc.date2007-05-08
dc.date.accessioned2026-07-07T07:59:57Z
dc.date.available2026-07-07T07:59:57Z
dc.descriptionIn 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 $z$.
dc.description28 pages
dc.identifierhttps://arxiv.org/abs/0705.1026
dc.identifierhttp://arxiv.org/abs/0705.1026
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/128565
dc.subjectProbability
dc.subject60H10
dc.titleReflected backward SDEs with two barriers under monotonicity and general increasing conditions
dc.typetext

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