In:
Journal of Applied Mathematics, Hindawi Limited, Vol. 2013 ( 2013), p. 1-7
Abstract:
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.
Type of Medium:
Online Resource
ISSN:
1110-757X
,
1687-0042
Language:
English
Publisher:
Hindawi Limited
Publication Date:
2013
detail.hit.zdb_id:
2578385-3
SSG:
17,1
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