Title of article :
Some results on reflected forward-backward stochastic differential equations
Author/Authors :
Poursepahi Samian ، Zahra Faculty of Mathematical Sciences - University of Guilan , Yaghouti ، Mohammad Reza Faculty of Mathematical Sciences - University of Guilan
From page :
480
To page :
492
Abstract :
This paper is concerned with the reflected forward-backward stochastic differential equations with continuous monotone coefficients. Using the continuity approach, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equations. The distinct character of our result is that the coefficient of the reflected forward SDEs contains the solution variable of the reflected BSDEs.
Keywords :
Forward , backward stochastic differential equations , Increasing processes , Monotonicity condition
Journal title :
Computational Methods for Differential Equations
Journal title :
Computational Methods for Differential Equations
Record number :
2510990
Link To Document :
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