Reflected BSDE with stochastic Lipschitz coefficient

Abstract

In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqueness of the solutions for those equations via Snell envelope and the fixed point theorem.

12 pages without figure

Cited by in corpus (1)

• A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change