Abstract
In this paper, we characterize the solution of a nonlinear reflected Backward Stochastic Differential Equations (BSDE) as the unique solution of a Stochastic Variational Inequality (SVI). This approach leads to a priori estimate for the increment of the predictable component of the solution of the reflected BSDE.
Citation
A. Diakhaby. Y. Ouknine. A. Sène. "Stochastic Variational Inequality and Reflected BSDE with Single $L^2$ Obstacle." Afr. Diaspora J. Math. (N.S.) 16 (1) 37 - 54, 2013.
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