{"title":"反射正反向随机微分方程的一些结果","authors":"Zahra Poursepahi Samian, M. Yaghouti","doi":"10.22034/CMDE.2020.26327.1337","DOIUrl":null,"url":null,"abstract":"This paper is concerned with the reflected forward-backward stochastic differential equations with continuous monotone coefficients. Using the continuity approach, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equations. The distinct character of our result is that the coefficient of the reflected forward SDEs contains the solution variable of the reflected BSDEs.","PeriodicalId":44352,"journal":{"name":"Computational Methods for Differential Equations","volume":null,"pages":null},"PeriodicalIF":1.1000,"publicationDate":"2020-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Some Results on Reflected Forward-Backward Stochastic differential equations\",\"authors\":\"Zahra Poursepahi Samian, M. Yaghouti\",\"doi\":\"10.22034/CMDE.2020.26327.1337\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper is concerned with the reflected forward-backward stochastic differential equations with continuous monotone coefficients. Using the continuity approach, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equations. The distinct character of our result is that the coefficient of the reflected forward SDEs contains the solution variable of the reflected BSDEs.\",\"PeriodicalId\":44352,\"journal\":{\"name\":\"Computational Methods for Differential Equations\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2020-08-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Computational Methods for Differential Equations\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.22034/CMDE.2020.26327.1337\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Computational Methods for Differential Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.22034/CMDE.2020.26327.1337","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Some Results on Reflected Forward-Backward Stochastic differential equations
This paper is concerned with the reflected forward-backward stochastic differential equations with continuous monotone coefficients. Using the continuity approach, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equations. The distinct character of our result is that the coefficient of the reflected forward SDEs contains the solution variable of the reflected BSDEs.