Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions

Pengju Duan, Min Ren and Shilong Fei

Journal of Applied Mathematics, 2013, vol. 2013, issue 1

Abstract: 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.

Date: 2013
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https://doi.org/10.1155/2013/729636

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2013:y:2013:i:1:n:729636

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