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- Title
Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient.
- Authors
Bahlali, Khaled; Essaky, El Hassan; Ouknine, Youssef
- Abstract
Proves the existence and uniqueness of the solution of reflected multidimensional backward stochastic differential equation (BSDE) in d-dimensional convex region with locally Lipschitz coefficient and squared integrable terminal condition. Reflected BSDE with monotone condition; Reflected BSDE with locally Lipschitz coefficient; Stability result for reflected BSDE.
- Subjects
STOCHASTIC differential equations; LIPSCHITZ spaces; MONOTONE operators
- Publication
Random Operators & Stochastic Equations, 2002, Vol 10, Issue 4, p335
- ISSN
0926-6364
- Publication type
Article
- DOI
10.1515/rose.2002.10.4.335