Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions
[摘要] This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.
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[效力级别] [学科分类] 应用数学
[关键词] [时效性]
