Some Results on Reflected Forward-Backward Stochastic differential equations

نویسندگان

1 Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran.

2 Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran.

doi
10.22034/cmde.2020.26327.1337
چکیده

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.