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