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Reflected backward stochastic differential equations driven by countable Brownian motions with continuous coefficients. (English) Zbl 1321.60128

Summary: In this note, we study one-dimensional reflected backward stochastic differential equations (RBSDEs) driven by countable Brownian motions with one continuous barrier and continuous generators. Via a comparison theorem, we provide the existence of a minimal and a maximal solution to this kind of equations.

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65 Brownian motion
60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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