Deng Wei, Wu Zhen. The Convergence Property of the Reflected Backward Stochastic Differential Equations[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(4): 346-358.
Citation: Deng Wei, Wu Zhen. The Convergence Property of the Reflected Backward Stochastic Differential Equations[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(4): 346-358.
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The Convergence Property of the Reflected Backward Stochastic Differential Equations

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  • The convergence property of the solution for finite horizon reflected backward stochastic equations was obtained in this paper. The same conclusion was also proved with infinite horizon.
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