A Class of Reflected BSDE with Integrable Parameters
Journal Title: Scholars Journal of Physics, Mathematics and Statistics - Year 2016, Vol 3, Issue 1
Abstract
In this paper, we establish an existence and uniqueness result for solutions to one dimensional reflected backward stochastic differential equations (RBSDEs) with only integrable parameters, where the generator is -Hoder (0< <1) continuous in . Some known results are improved and extended.
Authors and Affiliations
Liping Xu
Keywords
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