Abstract
In this note, we study one-dimensional reflected backward stochastic differential equations (RBSDEs) driven by Countable Brownian Motions with one continuous barrier and continuous generators. Via a comparison theorem, we provide the existence of a minimal and a maximal solution to this kind of equations.
Citation
Jean-Marc Owo. "Reflected backward stochastic differential equations driven by countable Brownian motions with continuous coefficients." Electron. Commun. Probab. 20 1 - 11, 2015. https://doi.org/10.1214/ECP.v20-3771
Information