$L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations

Abstract

In this paper, we deal with a class of one-dimensional reflected backward doubly stochastic differential equations with one continuous lower barrier. We derive the existence and uniqueness of solutions for these equations with Lipschitz coefficients.

15 pages

References in corpus (3)

• Lp-Solutions for Reected Backward Stochastic Differential Equations
• Lp-solution of backward doubly stochastic differential equations
• L^{p}-solutions of backward doubly stochastic differential equations