Reflected backward doubly stochastic differential equations with discontinuous coefficients

被引：1

作者：

Li, Zhi ^{[1
]}

Luo, Jiao Wan ^{[2
]}

机构：

[1] Yangtze Univ, Sch Informat & Math, Jinzhou 434023, Peoples R China

[2] Guangzhou Univ, Sch Math & Informat Sci, Guangzhou 510006, Guangdong, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2013年 / 29卷 / 04期

关键词：

Reflected backward doubly stochastic differential equations; existence theorem; comparison theorem;

D O I：

10.1007/s10114-013-2074-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous (left or right continuous) generator. We obtain an existence theorem and a comparison theorem for solutions of the class of RBDSDEs.

引用

页码：639 / 650

页数：12

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