One barrier reflected backward doubly stochastic differential equations with continuous generator

DOI10.1016/J.CRMA.2009.08.001zbMath1176.60041OpenAlexW1971612787MaRDI QIDQ1032855

Naoual Mrhardy, Khaled Bahlali, Badreddine Mansouri, Mohammed Hassani

Publication date: 5 November 2009

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.08.001

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (16)

Reflected backward doubly stochastic differential equations with discontinuous barrier ⋮ Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle ⋮ Minimal solution of irregular barrier reflected BDSDEs with left confinuous and stochastic linear growth generators ⋮ Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process ⋮ RBDSDEs with jumps and optional Barrier and mean field game with common noise ⋮ Reflected backward doubly stochastic differential equations with discontinuous coefficients ⋮ Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation ⋮ Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions ⋮ One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients ⋮ Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition ⋮ REFLECTED BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYED GENERATORS ⋮ Reflected solutions of generalized anticipated backward double stochastic differential equations ⋮ Reflected backward doubly stochastic differential equations driven by a Lévy process ⋮ On a class of backward doubly stochastic differential equations ⋮ Numerical Method for Reflected Backward Stochastic Differential Equations ⋮ Two-barriers reflected backward doubly SDEs beyond right continuity

Cites Work

• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Reflected solutions of backward SDE's, and related obstacle problems for PDE's
• Reflected backward stochastic differential equations with jumps
• Unnamed Item
• Unnamed Item

This page was built for publication: One barrier reflected backward doubly stochastic differential equations with continuous generator