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BSDEs with monotone generator and two irregular reflecting barriers. (arXiv:1810.03397v1 [math.PR])
来源于:arXiv
We consider BSDEs with two reflecting irregular barriers. We give necessary
and sufficient conditions for existence and uniqueness of $\mathbb{L}^{p}$
solutions for equations with generators monotone with respect to $y$ and
Lipschitz continuous with respect to $z$, and with data in $\mathbb{L}^{p}$
spaces for $p\ge 1$. We also prove that the solutions can be approximated via
penalization method. 查看全文>>