$L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations - Mathematics > ProbabilityReportar como inadecuado




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Abstract: In this paper, we deal with a class of one-dimensional reflected backwarddoubly stochastic differential equations with one continuous lower barrier. Wederive the existence and uniqueness of solutions for these equations withLipschitz coefficients.



Autor: Wen Lu

Fuente: https://arxiv.org/



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