Reflected BSDE with monotonicity and general increasing in y, and non-Lipschitz conditions in z
Abstract
In this paper, we study the reflected BSDE with one continuous barrier, under the monotonicity and general increasing condition on y and non Lipschitz condition on z. We prove the existence and uniqueness of the solution to these equation by approximation method.
0
Turn this paper into a full lesson
ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.