Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type
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Publication:2403995
DOI10.1007/s10114-016-6281-xzbMath1372.60079arXiv1510.08587OpenAlexW2562855676MaRDI QIDQ2403995
Publication date: 12 September 2017
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.08587
comparison theoremuniform continuityreflected backward stochastic differential equations\(L^p\)-solutionsone-sided Osgood condition
Related Items (4)
Dynamic programming approach to reflected backward stochastic differential equations ⋮ Wellposedness of second order reflected BSDEs: A new formulation ⋮ Representation of solutions to 2BSDEs in an extended monotonicity setting ⋮ \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions
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