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\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions - MaRDI portal

\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207)

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\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions
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    \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (English)
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    19 September 2019
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    reflected backward stochastic differential equation
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    existence and uniqueness
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    comparison theorem
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    stability theorem
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    \(L^1\) solution
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