Reflected backward doubly stochastic differential equations with discontinuous generator

Autor:	Aman, Auguste, Owo, Jean Marc
Rok vydání:	2010
Předmět:	Mathematics - Probability 60H15 60H20
Druh dokumentu:	Working Paper
Popis:	In this note, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous generator (left-or right-continuous). By a comparison theorem establish here for RBDSDEs, we provide a minimal or a maximal solution to RBDSDEs Comment: 11 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1011.3221 Zobrazit plný text záznamu View this record from Arxiv