most citedReflected Solutions of Backward Doubly Stochastic Differential Equations

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math.PR2008★ 1 cited

Reflected Solutions of Backward Doubly Stochastic Differential Equations

Weiqiang Yang, Yufeng Shi, Yangling Gu

We study reflected solutions of one-dimensional backward doubly stochastic differential equations (BDSDEs in short). The "reflected" keeps the solution above a given stochastic pro…