AbstractWe prove existence and uniqueness of Lp solutions, p∈[1,2], of reflected backward stochastic differential equations with p-integrable data and generators satisfying the monotonicity condition. We also show that the solution may be approximated by the penalization method. Our results are new even in the classical case p=2
In this paper we study one-dimensional reflected backward stochastic differential equation when the ...
In this paper we consider BSDEs with Lipschitz coefficient reflected on two discontinuous (RCLL) bar...
We prove the existence and uniqueness of the Lp-variational solution, with p > 1, of the following m...
AbstractWe prove existence and uniqueness of Lp solutions, p∈[1,2], of reflected backward stochastic...
In this paper, we study reflected BSDE's with one continuous barrier, under monotonicity and general...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
In this work, we prove that there exists at least one solution for the reflected forward-backward st...
In [8] we established existence and uniqueness of solutions of backward stochastic differential equa...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
International audienceIn this paper, we study the reflected solutions of one-dimensional backward st...
In this paper, we deal with a class of reflected backward stochastic differential equations (RBSDEs)...
In this paper, we deal with a class of reflected backward stochastic differential equations (RBSDEs)...
In this paper, we deal with a class of reflected backward stochastic differential equations (RBSDEs)...
In this paper, we deal with a class of reflected backward stochastic differential equations (RBSDEs)...
Li H, Song Y. Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Refl...
In this paper we study one-dimensional reflected backward stochastic differential equation when the ...
In this paper we consider BSDEs with Lipschitz coefficient reflected on two discontinuous (RCLL) bar...
We prove the existence and uniqueness of the Lp-variational solution, with p > 1, of the following m...
AbstractWe prove existence and uniqueness of Lp solutions, p∈[1,2], of reflected backward stochastic...
In this paper, we study reflected BSDE's with one continuous barrier, under monotonicity and general...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
In this work, we prove that there exists at least one solution for the reflected forward-backward st...
In [8] we established existence and uniqueness of solutions of backward stochastic differential equa...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
International audienceIn this paper, we study the reflected solutions of one-dimensional backward st...
In this paper, we deal with a class of reflected backward stochastic differential equations (RBSDEs)...
In this paper, we deal with a class of reflected backward stochastic differential equations (RBSDEs)...
In this paper, we deal with a class of reflected backward stochastic differential equations (RBSDEs)...
In this paper, we deal with a class of reflected backward stochastic differential equations (RBSDEs)...
Li H, Song Y. Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Refl...
In this paper we study one-dimensional reflected backward stochastic differential equation when the ...
In this paper we consider BSDEs with Lipschitz coefficient reflected on two discontinuous (RCLL) bar...
We prove the existence and uniqueness of the Lp-variational solution, with p > 1, of the following m...
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