Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions

Pengju Duan; Min Ren; Shilong Fei

doi:10.1155/2013/729636

Translator Disclaimer

2013 Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions

Pengju Duan, Min Ren, Shilong Fei

J. Appl. Math. 2013(SI26): 1-7 (2013). DOI: 10.1155/2013/729636

Abstract

This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.

Citation

Download Citation

Pengju Duan. Min Ren. Shilong Fei. "Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions." J. Appl. Math. 2013 (SI26) 1 - 7, 2013. https://doi.org/10.1155/2013/729636