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  5. Reflected backward stochastic differential equations with time delayed generators

Reflected backward stochastic differential equations with time delayed generators

来源 :2016随机微分方程和随机过程研讨会(Workshop on SDEs and Stochastic Processes | 被引量 : 0次 | 上传用户：lpt207
【摘 要】
：
　　We establish the existence and uniqueness of the solution for a class of reflected backward stochastic differential equations with time delayed generator,in
【作 者】
：
Qing Zhou 
【机 构】
：
BeijingUniversityofPostsandTelecommunications,China
【出 处】
：
2016随机微分方程和随机过程研讨会(Workshop on SDEs and Stochastic Processes
【发表日期】
：
2016年4期
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论文部分内容阅读
　　We establish the existence and uniqueness of the solution for a class of reflected backward stochastic differential equations with time delayed generator,in the case when the terminal value and the obstacle process areLp-integrable with p=2 or p∈]1,2] for a sufficientlysmall Lipschitz constant of the generator and the time horizon T.
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