Reflected backward stochastic differential equations driven by countable Brownian motions with continuous coefficients

@inproceedings{Owo2015ReflectedBS,
  title={Reflected backward stochastic differential equations driven by countable Brownian motions with continuous coefficients},
  author={Jean-Marc Owo},
  year={2015}
}
  • Jean-Marc Owo
  • Published 2015
In this note, we study one-dimensional reflected backward stochastic differential equations (RBSDEs) driven by Countable Brownian Motions with one continuous barrier and continuous generators. Via a comparison theorem, we provide the existence of minimal and maximal solutions to this kind of equations. 

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