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Reflected backward stochastic differential equations driven by countable brownian motions
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نویسنده
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duan p. ,ren m. ,fei s.
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منبع
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journal of applied mathematics - 2013 - دوره : 2013 - شماره : 0
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چکیده
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This paper deals with a new class of reflected backward stochastic differential equations driven by countable brownian motions. the existence and uniqueness of the rbsdes are obtained via snell envelope and fixed point theorem. © 2013 pengju duan et al.
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آدرس
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laboratory of intelligent information processing,suzhou university,anhui 234000,china,department of mathematics,suzhou university, China, department of mathematics,suzhou university, China, department of mathematics,suzhou university, China
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Authors
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