Reflected backward doubly stochastic differential equations with discontinuous barrier

Autor:	Astrid Hilbert, Naoual Mrhardy, Mohamed El Fatini, Badr-eddine Berrhazi, Roger Pettersson
Rok vydání:	2019
Předmět:	Computer Science::Robotics Statistics and Probability Stochastic differential equation Modeling and Simulation Obstacle Mathematical analysis Mathematics
Zdroj:	Stochastics. 92:1100-1124
ISSN:	1744-2516 1744-2508
DOI:	10.1080/17442508.2019.1691207
Popis:	In this paper, we investigate reflected backward doubly stochastic differential equations (RBDSDEs) with a lower not necessarily right-continuous obstacle. First, we establish the existence and uni...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::e92382370883318eb1bfff0acc8183d8 https://doi.org/10.1080/17442508.2019.1691207 Zobrazit plný text záznamu