Reflected backward doubly stochastic differential equations with discontinuous coefficients

Zhi Li; Jiao Wan Luo

doi:10.1007/s10114-013-2074-7

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Reflected backward doubly stochastic differential equations with discontinuous coefficients

Zhi Li Jiao Wan Luo

Year: 2013 Journal: Acta Mathematica Sinica English Series Vol: 29 (4)Pages: 639-650 Publisher: Springer Science+Business Media

DOI: 10.1007/s10114-013-2074-7

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Keywords:

Mathematics Stochastic differential equation Generator (circuit theory) Comparison theorem Class (philosophy) Mathematical analysis Differential equation Power (physics)

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Mathematical Biology Tumor Growth

Physical Sciences → Mathematics → Modeling and Simulation

Stability and Controllability of Differential Equations

Physical Sciences → Engineering → Control and Systems Engineering

Reflected backward doubly stochastic differential equations with discontinuous coefficients

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