Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L-Barriers

نویسندگان

  • Shaolin Ji
  • Zhen Wu
  • Li Zhou
چکیده

In this paper we study reflected backward stochastic differential equations with a continuous, linear growth coefficient and two barriers which belong to L. We prove that there exists at least by penalization method.

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تاریخ انتشار 2008