Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L² Barriers
classification
🧮 math.PR
keywords
backwardbarrierscoefficientcontinuousdifferentialequationsreflectedstochastic
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In this paper we study reflected backward stochastic differential equations with a continuous, linear growth coefficient and two barriers which belong to L^2. We prove that there exists at least by penalization method.
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