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- W2099342208 abstract "In this note, we provide an innovative and simple approach for proving the existence of a unique solution for multidimensional reflected BSDEs associated to switching problems. Getting rid of a monotonicity assumption on the driver function, this approach simplifies and extends the recent results of Hu and Tang (2008) or Hamadene and Zhang (2010)." @default.
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- W2099342208 date "2011-01-01" @default.
- W2099342208 modified "2023-10-03" @default.
- W2099342208 title "A note on existence and uniqueness for solutions of multidimensional reflected BSDEs" @default.
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- W2099342208 doi "https://doi.org/10.1214/ecp.v16-1614" @default.
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