lnu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Reflected backward doubly stochastic differential equations with discontinuous barrier
Ibn Tofail Univ, Morocco.
Ibn Tofail Univ, Morocco.
Linnaeus University, Faculty of Technology, Department of Mathematics.
Sultan Moulay Slimane Univ, Morocco.
Show others and affiliations
2019 (English)In: Stochastics: An International Journal of Probablitiy and Stochastic Processes, ISSN 1744-2508, E-ISSN 1744-2516Article in journal (Refereed) Epub ahead of print
Abstract [en]

In this paper, we investigate reflected backward doubly stochastic differential equations (RBDSDEs) with a lower not necessarily right-continuous obstacle. First, we establish the existence and uniqueness of a solution to RBDSDEs with Lipschitz drivers. In the second part, we present a comparison theorem and we prove the existence of a minimal solution to the RBDSDE with the continuous driver.

Place, publisher, year, edition, pages
Taylor & Francis Group, 2019.
Keywords [en]
Backward doubly stochastic differential equations, reflected backward doubly stochastic differential equations, Mertens decomposition, strong optional supermartingale
National Category
Mathematics
Research subject
Natural Science, Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-90317DOI: 10.1080/17442508.2019.1691207ISI: 000496847400001OAI: oai:DiVA.org:lnu-90317DiVA, id: diva2:1374304
Available from: 2019-11-29 Created: 2019-11-29 Last updated: 2019-12-06

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full text

Authority records BETA

Hilbert, AstridPettersson, Roger

Search in DiVA

By author/editor
Hilbert, AstridPettersson, Roger
By organisation
Department of Mathematics
In the same journal
Stochastics: An International Journal of Probablitiy and Stochastic Processes
Mathematics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 16 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf