Wen Lv. Reflected Bsde with stochastic Lipschitz coefficient
Submitted on: May 10, 2012, 18:32:09
Natural Sciences / Mathematics / Probability
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.
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