One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
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References listed on IDEAS
- Lepeltier, J. P. & San Martin, J., 1997. "Backward stochastic differential equations with continuous coefficient," Statistics & Probability Letters, Elsevier, vol. 32(4), pages 425-430, April.
- N'zi, Modeste & Owo, Jean-Marc, 2009. "Backward doubly stochastic differential equations with discontinuous coefficients," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 920-926, April.
- Fan, ShengJun & Liu, DeQun, 2010. "A class of BSDE with integrable parameters," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 2024-2031, December.
- Lin, Qian, 2009. "A class of backward doubly stochastic differential equations with non-Lipschitz coefficients," Statistics & Probability Letters, Elsevier, vol. 79(20), pages 2223-2229, October.
More about this item
KeywordsReflected backward doubly stochastic differential equations; Monotone coefficients; Comparison theorem;
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