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. and 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
Poursepahi Samian, Z. , and Yaghouti, M. R. . "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
CHICAGO
Z. Poursepahi Samian and M. R. 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
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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