Anticipated Backward Stochastic Differential Equation with Reflection |
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| Authors: | Xinwei Feng |
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| Institution: | 1. School of Mathematics, Shandong University, Shandong, China;2. Department of Mathematics, University of Washington, Seattle, Washington, USA |
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| Abstract: | In this article, we deal with anticipated backward stochastic differential equation with reflecting boundary. The existence and uniqueness of solution is obtained for equation with Lipschitz and non-Lipschitz generator. |
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| Keywords: | Backward stochastic differential equation Lipschitz condition Non-Lipschitz condition Reflection |
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