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Reflected Backward Stochastic Differential Equation with Super-Linear Growth

In: Proceedings of the International Conference on Stochastic Analysis and Applications

Author

Listed:
  • Khaled Bahlali

    (UVT, UFR Sciences
    CPT, CNRS Luminy)

  • El Hassan Essaky

    (Université Cadi Ayyad, Faculté des Sciences Semlalia, Département de Mathématiques)

  • Boubakeur Labed

    (Université Mohamed Khider, Département de Mathématiques)

Abstract

We deal with reflected backward stochastic differential equations (RBSDE) in a d-dimensional convex region with super-linear growth coefficient. We prove, in this setting, various existence and uniqueness results. This is done with an unbounded terminal data.

Suggested Citation

  • Khaled Bahlali & El Hassan Essaky & Boubakeur Labed, 2004. "Reflected Backward Stochastic Differential Equation with Super-Linear Growth," Springer Books, in: Sergio Albeverio & Anne Boutet de Monvel & Habib Ouerdiane (ed.), Proceedings of the International Conference on Stochastic Analysis and Applications, pages 199-216, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4020-2468-9_13
    DOI: 10.1007/978-1-4020-2468-9_13
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