Reflected Backward Doubly Stochastic Differential Equations with Monotone Coefficients. Issue 2 (April 2021)
- Record Type:
- Journal Article
- Title:
- Reflected Backward Doubly Stochastic Differential Equations with Monotone Coefficients. Issue 2 (April 2021)
- Main Title:
- Reflected Backward Doubly Stochastic Differential Equations with Monotone Coefficients
- Authors:
- Li, Yunhong
Wei, Lifeng - Abstract:
- Abstract: In this paper, we prove the existence and uniqueness of the solutions to reflected backward doubly stochastic differential equations (RBDSDEs for short) with monotone coefficients. The "reflected" keeps the solution above a given stochastic process. We get the uniqueness and existence by penalization.
- Is Part Of:
- Journal of physics. Volume 1865:Issue 2(2021)
- Journal:
- Journal of physics
- Issue:
- Volume 1865:Issue 2(2021)
- Issue Display:
- Volume 1865, Issue 2 (2021)
- Year:
- 2021
- Volume:
- 1865
- Issue:
- 2
- Issue Sort Value:
- 2021-1865-0002-0000
- Page Start:
- Page End:
- Publication Date:
- 2021-04
- Subjects:
- Reflected Backward doubly stochastic differential equations -- monotone condition -- Obstacle problem
Physics -- Congresses
530.5 - Journal URLs:
- http://www.iop.org/EJ/journal/1742-6596 ↗
http://ioppublishing.org/ ↗ - DOI:
- 10.1088/1742-6596/1865/2/022038 ↗
- Languages:
- English
- ISSNs:
- 1742-6588
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 5036.223000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 16430.xml