Anticipated BSDEs with reflection in convex region. Issue 3 (3rd April 2023)
- Record Type:
- Journal Article
- Title:
- Anticipated BSDEs with reflection in convex region. Issue 3 (3rd April 2023)
- Main Title:
- Anticipated BSDEs with reflection in convex region
- Authors:
- Xu, Xiaoyan
Zhang, Mingbo - Abstract:
- Abstract : In this paper, we deal with a class of reflected anticipated backward stochastic differential equation with convex reflecting boundary conditions. The existence and uniqueness of solution is obtained for equation with Lipschitz and non-Lipschitz generator respectively.
- Is Part Of:
- Stochastics. Volume 95:Issue 3(2023)
- Journal:
- Stochastics
- Issue:
- Volume 95:Issue 3(2023)
- Issue Display:
- Volume 95, Issue 3 (2023)
- Year:
- 2023
- Volume:
- 95
- Issue:
- 3
- Issue Sort Value:
- 2023-0095-0003-0000
- Page Start:
- 329
- Page End:
- 355
- Publication Date:
- 2023-04-03
- Subjects:
- Backward stochastic differential equation -- reflected anticipated backward stochastic differential equation -- penalization scheme -- no-Lipschitz continuous
Stochastic processes -- Periodicals
Probabilities -- Periodicals
519.2 - Journal URLs:
- http://www.tandfonline.com/toc/gssr20/current ↗
http://www.tandfonline.com/ ↗
http://www.tandf.co.uk/journals/online/1744-2508.asp ↗ - DOI:
- 10.1080/17442508.2022.2084339 ↗
- Languages:
- English
- ISSNs:
- 1744-2508
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 8465.330300
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 27009.xml