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Reflected backward doubly stochastic differential equations with discontinuous coefficients |
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| Authors: | Zhi Li Jiao Wan Luo |
| Institution: | 12074. School of Information and Mathematics, Yangtze University, Jingzhou, 434023, P. R. China 22074. School of Mathematics and Information Sciences, Guangzhou University, Guangzhou, 510006, P. R. China |
| Abstract: | In this paper, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous (left or right continuous) generator. We obtain an existence theorem and a comparison theorem for solutions of the class of RBDSDEs. |
| Keywords: | Reflected backward doubly stochastic differential equations existence theorem comparison theorem |
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