Wen Lv. Reflected Bsde with stochastic Lipschitz coefficient


Natural Sciences / Mathematics / Probability

Submitted on: May 10, 2012, 18:32:09

Description: In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqueness of the solutions for those equations via Snell envelope and the fixed point theorem.

The abstract of this article has been published in the "Intellectual Archive Bulletin" , May 2012, ISSN 1929-1329.

The Library and Archives Canada reference page: collectionscanada.gc.ca/ourl/res.php?url_ver=Z39.88......

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Wen_Lv__Reflected_BSDE.pdf



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