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 Library of Congress (USA) reference page : http://lccn.loc.gov/cn2013300046.

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