Published April 1, 2021
| Version v1
Journal article
Reflected Backward Doubly Stochastic Differential Equations with Monotone Coefficients
Creators
- 1. School of Mathematical Sciences, Ocean University of China, Qingdao 266003 (China)
Description
In this paper, we prove the existence and uniqueness of the solutions to reflected backward doubly stochastic differential equations (RBDSDEs for short) with monotone coefficients. The "reflected" keeps the solution above a given stochastic process. We get the uniqueness and existence by penalization. (paper)
Availability note (English)
Available from http://dx.doi.org/10.1088/1742-6596/1865/2/022038Additional details
Identifiers
Publishing Information
- Journal Title
- Journal of Physics. Conference Series (Online)
- Journal Volume
- 1865
- Journal Issue
- 2
- Journal Page Range
- [7 p.]
- ISSN
- 1742-6596
Conference
- Title
- International Conference on Advances in Optics and Computational Sciences (ICAOCS)
- Dates
- 21-23 Jan 2021
- Place
- Ottawa (Canada)
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 54098314
- Subject category
- S97: MATHEMATICAL METHODS AND COMPUTING;
- Resource subtype / Literary indicator
- Conference
- Descriptors DEI
- COMPUTERIZED SIMULATION; DIFFERENTIAL EQUATIONS; STOCHASTIC PROCESSES
- Descriptors DEC
- EQUATIONS; SIMULATION