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Differential one-dimensional equation of flow in “star” type water distributor

✍ Scribed by N. E. Markova

Publisher
Springer
Year
1992
Tongue
English
Weight
787 KB
Volume
26
Category
Article
ISSN
1570-1468

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Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type
✍ Juliang Yin 📂 Article 📅 2010 🏛 Elsevier Science 🌐 French ⚖ 150 KB

This paper investigates a class of multi-dimensional stochastic differential equations with one reflecting lower barrier (RBSDEs in short), where the random obstacle is described as an Itô diffusion type of stochastic differential equation. The existence and uniqueness results for adapted solutions