Reflected BSDEs and mixed game problem
نویسندگان
چکیده
منابع مشابه
Reflected BSDEs with monotone generator∗
We give necessary and sufficient condition for existence and uniqueness of L-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to y and Lipschitz continuous with respect to z, and with data in L, p ≥ 1. We also prove that the solutions may be approximated by the penalization method.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2000
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(99)00072-1