Wen Lv. L^p-solutions of Reflected Backward Doubly Stochastic Differential Equations
Submitted on: May 10, 2012, 18:33:56
Natural Sciences / Mathematics / Probability
Description: In this paper, we deal with a class of one-dimensional reflected backward doubly stochastic differential equations with one continuous lower barrier. We derive the existence and uniqueness of solutions for these equations with Lipschitz coefficients.
The Library of Congress (USA) reference page : http://lccn.loc.gov/cn2013300046.
To read the article posted on Intellectual Archive web site please click the link below.