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Some Results on Reflected Forward-Backward Stochastic differential equations | ||
| Computational Methods for Differential Equations | ||
| مقاله 6، دوره 8، شماره 3، آبان 2020، صفحه 480-492 اصل مقاله (149.02 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22034/cmde.2020.26327.1337 | ||
| نویسندگان | ||
| Zahra Poursepahi Samian* ؛ Mohammad Reza Yaghouti | ||
| Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran. | ||
| چکیده | ||
| This paper is concerned with the reflected forward-backward stochastic differential equations with continuous monotone coefficients. Using the continuity approach, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equations. The distinct character of our result is that the coefficient of the reflected forward SDEs contains the solution variable of the reflected BSDEs. | ||
| کلیدواژهها | ||
| Forward-backward stochastic differential equations؛ Increasing processes؛ Monotonicity condition | ||
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آمار تعداد مشاهده مقاله: 493 تعداد دریافت فایل اصل مقاله: 471 |
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