This paper is concerned with the reflected forward-backward stochastic differential equations with continuous monotone coefficients. Using the continuity approach, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equations. The distinct character of our result is that the coefficient of the reflected forward SDEs contains the solution variable of the reflected BSDEs.
Poursepahi Samian, Z., & Yaghouti, M. R. (2020). Some Results on Reflected Forward-Backward Stochastic differential equations. Computational Methods for Differential Equations, 8(3), 480-492. doi: 10.22034/cmde.2020.26327.1337
MLA
Zahra Poursepahi Samian; Mohammad Reza Yaghouti. "Some Results on Reflected Forward-Backward Stochastic differential equations". Computational Methods for Differential Equations, 8, 3, 2020, 480-492. doi: 10.22034/cmde.2020.26327.1337
HARVARD
Poursepahi Samian, Z., Yaghouti, M. R. (2020). 'Some Results on Reflected Forward-Backward Stochastic differential equations', Computational Methods for Differential Equations, 8(3), pp. 480-492. doi: 10.22034/cmde.2020.26327.1337
VANCOUVER
Poursepahi Samian, Z., Yaghouti, M. R. Some Results on Reflected Forward-Backward Stochastic differential equations. Computational Methods for Differential Equations, 2020; 8(3): 480-492. doi: 10.22034/cmde.2020.26327.1337
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