One barrier reflected backward doubly stochastic differential equations with continuous generator |
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| Authors: | Kahled Bahlali M Hassani B Mansouri N Mrhardy |
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| Institution: | 1. IMATH, UFR Sciences, USTV, B.P. 132, 83957 La Garde cedex, France;2. Université Cadi-Ayyad, département de mathématiques et d''informatique, B.P. 4162, Safi, Morocco;3. Université Mohamed-Khider, département de mathématiques, B.P. 145, Biskra, Algeria |
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| Abstract: | We prove the existence and uniqueness of solutions to Reflected Backward Doubly Stochastic Differential Equations (RBDSDEs) with one continuous barrier and uniformly Lipschitz coefficients. The existence of a maximal and a minimal solution for RBDSDEs with continuous generator is also established. To cite this article: K. Bahlali et al., C. R. Acad. Sci. Paris, Ser. I 347 (2009). |
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