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Backward stochastic differential equations with reflection and weak assumptions on the coefficients |
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| Authors: | Mingyu Xu |
| Affiliation: | aDepartement des Mathématiques, Université du Maine, France bDepartment of Financial Mathematics and Control Science, School of Mathematical Science, Fudan University, Shanghai, 200433, China |
| Abstract: | In this paper, we study reflected BSDE’s with one continuous barrier, under monotonicity and general increasing conditions in y and non-Lipschitz conditions in z. We prove the existence and uniqueness of a solution by an approximation method. |
| Keywords: | Reflected backward stochastic differential equation Monotonicity Non-Lipschitz condition Quadratic increasing Linear increasing |
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