Wen Lv. L^p-solutions of Reflected Backward Doubly Stochastic Differential Equations


Natural Sciences / Mathematics / Probability

Submitted on: May 10, 2012, 18:33:56

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.

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

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Wen_Lv__Lp-solutions_of_reflected_BSDE.pdf



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