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Reflected Backward Stochastic Differential Equation with Super-Linear Growth

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Proceedings of the International Conference on Stochastic Analysis and Applications

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Abstract

We deal with reflected backward stochastic differential equations (RBSDE) in a d-dimensional convex region with super-linear growth coefficient. We prove, in this setting, various existence and uniqueness results. This is done with an unbounded terminal data.

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Author information

Authors and Affiliations

  1. UFR Sciences, UVT, B.P. 132, 83957, La Garde Cedex, France

    Khaled Bahlali

  2. CNRS Luminy, CPT, Case 907, 13288, Marseille Cedex 9, France

    Khaled Bahlali

  3. Département de Mathématiques, Université Cadi Ayyad, Faculté des Sciences Semlalia, B.P. 2390, 40000, Marrakech, Morocco

    El Hassan Essaky

  4. Département de Mathématiques, Université Mohamed Khider, B.P. 145, Biskra, Algérie

    Boubakeur Labed

Authors
  1. Khaled Bahlali
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  2. El Hassan Essaky
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  3. Boubakeur Labed
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Editor information

Editors and Affiliations

  1. University of Bonn, Bonn, Germany

    Sergio Albeverio

  2. University Paris 7, Paris, France

    Anne Boutet de Monvel

  3. Tunis University, Tunis, Tunisia

    Habib Ouerdiane

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© 2004 Springer Science+Business Media Dordrecht

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Bahlali, K., Essaky, E.H., Labed, B. (2004). Reflected Backward Stochastic Differential Equation with Super-Linear Growth. In: Albeverio, S., de Monvel, A.B., Ouerdiane, H. (eds) Proceedings of the International Conference on Stochastic Analysis and Applications. Springer, Dordrecht. https://doi.org/10.1007/978-1-4020-2468-9_13

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  • DOI: https://doi.org/10.1007/978-1-4020-2468-9_13

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-6661-9

  • Online ISBN: 978-1-4020-2468-9

  • eBook Packages: Springer Book Archive

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