Some Results on Reflected Forward-Backward Stochastic differential equations

DOI10.22034/CMDE.2020.26327.1337zbMath1474.60154OpenAlexW3008112847MaRDI QIDQ5859044

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Publication date: 15 April 2021

Full work available at URL: https://cmde.tabrizu.ac.ir/article_9928_149a9fe87857c689a6d64aefadf8d12a.pdf

zbMATH Keywords

monotonicity conditionforward-backward stochastic differential equationsincreasing processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• Backward-forward stochastic differential equations
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• Backward stochastic differential equations with continuous coefficient
• The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
• Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
• Backward SDEs with two barriers and continuous coefficient: an existence result

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