Reflected backward stochastic differential equations driven by countable Brownian motions

DOI10.1155/2013/729636zbMath1397.60090DBLPjournals/jam/DuanRF13OpenAlexW2021201268WikidataQ59004070 ScholiaQ59004070MaRDI QIDQ1790097

Pengju Duan, Min Ren, Shilong Fei

Publication date: 10 October 2018

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/729636

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Ordinary differential equations and systems with randomness (34F05)

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