most citedDynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equations

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math.PR2008

Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers

Shaolin Ji, Zhen Wu, Li Zhou

In this paper we study reflected backward stochastic differential equations with a continuous, linear growth coefficient and two barriers which belong to L^2. We prove that there e…