Double barrier reflected BSDEs with stochastic Lipschitz coefficient
arXiv:1801.01016 · doi:10.15559/17-VMSTA90
Abstract
This paper proves the existence and uniqueness of a solution to doubly reflected backward stochastic differential equations where the coefficient is stochastic Lipschitz, by means of the penalization method.
Published at https://doi.org/10.15559/17-VMSTA90 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)