monotone coefficient
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scholarly journals Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space

2021 ◽  
Vol 26 (none) ◽  
Author(s):  
Tomasz Klimsiak ◽  
Maurycy Rzymowski
Keyword(s):  
Monotone Coefficient ◽  
Reflected Bsdes

Upper (lower) monotone coefficient of a point in Orlicz function spaces

2016 ◽  
Vol 32 (5) ◽  
pp. 585-598
Author(s):  
Hong Shi Ma ◽  
Xin Bo Liu
Keyword(s):  
Orlicz Function ◽  
Function Spaces ◽  
Monotone Coefficient

Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient

2004 ◽  
Vol 22 (4) ◽  
pp. 939-970 ◽  
Author(s):  
K. Bahlali ◽  
E. H. Essaky ◽  
Y. Ouknine
Keyword(s):  
Differential Equation ◽  
Stochastic Differential Equation ◽  
Backward Stochastic Differential Equation ◽  
Monotone Coefficient

Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

2002 ◽  
Vol 335 (9) ◽  
pp. 757-762 ◽  
Author(s):  
Khaled Bahlali ◽  
E.H Essaky ◽  
M Hassani ◽  
Etienne Pardoux
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Backward Stochastic Differential Equations ◽  
Monotone Coefficient
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