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.