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.
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