Reflected Backward Stochastic Differential Equation with Super-Linear Growth

Khaled Bahlali (), El Hassan Essaky () and Boubakeur Labed
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Khaled Bahlali: UVT, UFR Sciences
El Hassan Essaky: Université Cadi Ayyad, Faculté des Sciences Semlalia, Département de Mathématiques
Boubakeur Labed: Université Mohamed Khider, Département de Mathématiques

A chapter in Proceedings of the International Conference on Stochastic Analysis and Applications, 2004, pp 199-216 from Springer

Abstract: Abstract We deal with reflected backward stochastic differential equations (RBSDE) in a d-dimensional convex region with super-linear growth coefficient. We prove, in this setting, various existence and uniqueness results. This is done with an unbounded terminal data.

Keywords: Backward; Stochastic; Differential; Equation (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4020-2468-9_13

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DOI: 10.1007/978-1-4020-2468-9_13

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