Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen - In: Statistics & Probability Letters 80 (2010) 21-22, pp. 1569-1576
In this work, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equations satisfying the obstacle constraint with continuous monotone coefficients. The distinct character of our result is that the coefficient of the forward SDEs contains...