Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$

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dc.creatorXu, Mingyu
dc.date2006-11-28
dc.date.accessioned2026-07-07T07:33:26Z
dc.date.available2026-07-07T07:33:26Z
dc.descriptionIn this paper, we study the reflected BSDE with one continuous barrier, under the monotonicity and general increasing condition on $y$ and non Lipschitz condition on $z$. We prove the existence and uniqueness of the solution to these equation by approximation method.
dc.description25 pages
dc.identifierhttps://arxiv.org/abs/math/0611870
dc.identifierhttp://arxiv.org/abs/math/0611870
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/119457
dc.subjectProbability
dc.subject60H10
dc.titleReflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$
dc.typetext

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