BSDE with monotonicity and general increasing in y , and non - Lipschitz conditions in z
نویسنده
چکیده
In this paper, we study the reflected BSDE with one continuous barrier, under the monotonicity and general increasing condition on y and non Lipschitz condition on z. We prove the existence and uniqueness of the solution to these equation by approximation method.
منابع مشابه
Reflected backward SDEs with two barriers under monotonicity and general increasing conditions
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تاریخ انتشار 2008