J4 ›› 2011, Vol. 46 ›› Issue (6): 79-83.
• Articles •
A class of reflected backward stochastic differential equations with a stochastic Lipschitz coefficient is considered. First, the existence and uniqueness of the solutions for those equations in a special form are proved via Snell envelope. Then the same result for those equations in general form is obtained by using the fixed point theorem.
reflected backward stochastic differential equation; stochastic Lipschitz coefficient; Snell envelope
LV Wen1,2. Reflected BSDEs with a stochastic Lipschitz coefficient[J].J4, 2011, 46(6): 79-83.
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