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Reflected BSDE’s with discontinuous barrier and time delayed generators
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http://hub.abes.fr/edp/periodical/ps/2015/volume_19/issue_2015/w
Subject
comparison principle
Reflected backward stochastic differential equation
Growth, boundedness, comparison of solutions
Stochastic ordinary differential equations
Stochastic integral equations
time delayed generator
Title
Reflected BSDE’s with discontinuous barrier and time delayed generators
Date
2015-01-01
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http://hub.abes.fr/edp/periodical/ps/2015/volume_19/issue_2015/ps140021/m/print
http://hub.abes.fr/edp/periodical/ps/2015/volume_19/issue_2015/ps140021/m/web
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http://hub.abes.fr/edp/periodical/ps/2015/volume_19/issue_2015/ps140021/authorship/1
Author
Karouf, Monia
Abstract
In this paper, we prove the existence and uniqueness result of the reflected BSDE with time delayed generator and right continuous and left limited barrier. A comparison theorem is also proved.
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ps140021
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2015-01-01
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© EDP Sciences, SMAI 2015
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