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