Reflected solutions of backward stochastic differential equations with continuous coefficient

Anis Matoussi

Statistics & Probability Letters, 1997, vol. 34, issue 4, 347-354

Abstract: We prove the existence of a reflected solution of one-dimensional backward stochastic differential equations with continuous and linear growth coefficient and squared integrable terminal condition.

Keywords: Backwards; SDEs (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (13)

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