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arXiv 0801.3718math.SGmath.PR

Construction and Uniqueness for reflected BSDE under linear increasing condition

G. Jia, Mingyu Xu

英文摘要:

In this paper, we study the uniqueness of the solution of reflected BSDE with one or two barriers, under continuous and linear increasing condition of generator $g$. Before that we study the construction of solution of of reflected BSDE with one or two barriers.

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