Open AccessReflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions
Author(s) -
Pengju Duan,
Ren Min,
Fei Shilong
Publication year - 2013
Publication title -
journal of applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.307
H-Index - 43
eISSN - 1687-0042
pISSN - 1110-757X
DOI - 10.1155/2013/729636
Subject(s) - countable set , mathematics , uniqueness , brownian motion , stochastic differential equation , class (philosophy) , mathematical analysis , envelope (radar) , pure mathematics , computer science , telecommunications , radar , statistics , artificial intelligence
This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem
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