Minimal solution of irregular barrier reflected BDSDEs with left confinuous and stochastic linear growth generators

DOI10.21915/BIMAS.2023203OpenAlexW4385258278MaRDI QIDQ6057144

Mostapha Abdelouahab Saouli

Publication date: 4 October 2023

Published in: Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21915/bimas.2023203

zbMATH Keywords

penalization methodstochastic linear growthstochastic Lipschitz-continuousRBDSDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cites Work

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• Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation
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• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

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