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arXiv · 0705.1026

Reflected backward SDEs with two barriers under monotonicity and general increasing conditions

Mingyu Xu
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Abstract

In this paper, we prove the existence and uniqueness result of the reflected BSDE with two continuous barriers under monotonicity and general increasing condition on $y$, with Lipschitz condition on $z$.

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Mingyu Xu. 2007-05-08. Reflected backward SDEs with two barriers under monotonicity and general increasing conditions. https://arxiv.org/abs/0705.1026

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