Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions
Joint Authors
Fei, Shilong
Duan, Pengju
Ren, Min
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-10-20
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Duan, Pengju& Ren, Min& Fei, Shilong. 2013. Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-494043
Modern Language Association (MLA)
Duan, Pengju…[et al.]. Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions. Journal of Applied Mathematics No. 2013 (2013), pp.1-7.
https://search.emarefa.net/detail/BIM-494043
American Medical Association (AMA)
Duan, Pengju& Ren, Min& Fei, Shilong. Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-494043
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-494043
