Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions
By J. Lepeltier, Anis Matoussi, Mingyu Xu. Advances in Applied Probability, 2005
72 citations recorded by the source corpus.
Subfields: Demography, Finance
View Paper: https://www.semanticscholar.org/paper/e4d0b4264d8380d179da59cd9bb877101ad84cab
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Citations in the corpus
- BSDEs with monotone generator and two irregular reflecting barriers (2013, background): “In [21, 32] it is assumed that f is continuous and monotone with respect to y and satisfies the general growth condition, in [22, 24] it is only required that f is continuous with respect to y, z and satisfies the linear growth condition, and in [33] the generator is leftcontinuous and monotone with”