L$^{p}$-solution of reflected generalized BSDEs with non-Lipschitz coefficients
Overview & Synopsis
In this paper, we continue in solving reflected generalized backward stochastic differential equations (RGBSDE for short) and fixed terminal time with use some new technical aspects of the stochastic calculus related to the reflected generalized BSDE. Here, existence and uniqueness of solution is proved under a non-Lipschitz condition on the coefficients.
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Document Information
| Document Title | L$^{p}$-solution of reflected generalized BSDEs with non-Lipschitz coefficients |
|---|---|
| Author / Organization | Auguste Aman |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 2009 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-232363 |
| Original Source Link | Visit Source Page on hal.science » |