Reflected BSDE with stochastic Lipschitz coefficient

zbMath1249.60121arXiv0912.2162MaRDI QIDQ2886309

Wen Lu

Publication date: 1 June 2012

Full work available at URL: https://arxiv.org/abs/0912.2162

zbMATH Keywords

reflected backward stochastic differential equationSnell envelopestochastic Lipschitz coefficient

Mathematics Subject Classification ID

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

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