{"title":"具有rcl障碍的广义反射BSDEs","authors":"M. El Jamali, M. El Otmani","doi":"10.1515/eqc-2022-0001","DOIUrl":null,"url":null,"abstract":"Abstract This paper proves the existence and uniqueness theorem for generalized (reflected) backward stochastic differential equations under stochastic Lipschitz and monotone condition. The result is shown by using Picard’s iteration, the Snell envelope theory and the penalization method.","PeriodicalId":37499,"journal":{"name":"Stochastics and Quality Control","volume":"29 1","pages":"1 - 19"},"PeriodicalIF":0.0000,"publicationDate":"2022-04-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On Generalized Reflected BSDEs with Rcll Obstacle\",\"authors\":\"M. El Jamali, M. El Otmani\",\"doi\":\"10.1515/eqc-2022-0001\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract This paper proves the existence and uniqueness theorem for generalized (reflected) backward stochastic differential equations under stochastic Lipschitz and monotone condition. The result is shown by using Picard’s iteration, the Snell envelope theory and the penalization method.\",\"PeriodicalId\":37499,\"journal\":{\"name\":\"Stochastics and Quality Control\",\"volume\":\"29 1\",\"pages\":\"1 - 19\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-04-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics and Quality Control\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/eqc-2022-0001\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics and Quality Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/eqc-2022-0001","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Mathematics","Score":null,"Total":0}
Abstract This paper proves the existence and uniqueness theorem for generalized (reflected) backward stochastic differential equations under stochastic Lipschitz and monotone condition. The result is shown by using Picard’s iteration, the Snell envelope theory and the penalization method.
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