Reflected backward doubly stochastic differential equations with discontinuous generator
classification
🧮 math.PR
keywords
rbdsdesbackwarddifferentialdiscontinuousdoublyequationsgeneratorreflected
read the original abstract
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
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.