Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s10959-023-01279-0.pdf
Reference25 articles.
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3. Bahlali, K., Hamadene, S., Mezerdi, B.: Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient. Stoch. Proc. Appl. 115, 1107–1129 (2005). https://doi.org/10.1016/j.spa.2005.02.005
4. Hamadene, S.: Reflected BSDE’s with discontinuous barrier and application. Stochastics 74, 571–596 (2002). https://doi.org/10.1080/1045112021000036545
5. Lepeltier, J., Xu, M.: Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Stat. Probab. Lett. 75, 58–66 (2005). https://doi.org/10.1016/j.spl.2005.05.016
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