✦ LIBER ✦

Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient

✍ Scribed by Bahlali, K.; Essaky, E. H.; Ouknine, Y.

Book ID: 111671205
Publisher: Taylor and Francis Group
Year: 2004
Tongue: English
Weight: 278 KB
Volume: 22
Category: Article
ISSN: 0736-2994
DOI: 10.1081/sap-120037626

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

One barrier reflected backward doubly st

One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients

✍ Zhi Li; Jiaowan Luo 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 226 KB

Existence, uniqueness and stability of b

Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

✍ Khaled Bahlali; E.H Essaky; M Hassani; Etienne Pardoux 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 77 KB

Reflected solutions of backward stochast

Reflected solutions of backward stochastic differential equations with continuous coefficient

✍ Anis Matoussi 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 265 KB

Backward stochastic differential equatio

Backward stochastic differential equations with continuous coefficient

✍ J.P. Lepeltier; J. San Martin 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 214 KB

We prove the existence of a solution for "one dimensional" backward stochastic differential equations where the coefficient is continuous, it has a linear growth, and the terminal condition is squared integrable. We also obtain the existence of a minimal solution.

Mean-field reflected backward stochastic

Mean-field reflected backward stochastic differential equations

✍ Zhi Li; Jiaowan Luo 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 231 KB

Linear forward-backward stochastic diffe

Linear forward-backward stochastic differential equations with random coefficients

✍ Jiongmin Yong 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 270 KB