摘要
Inthispaperwestudytheone-dimensionalreflectedbackwardstochasticdifferentialequationswhicharedrivenbyBrownianmotionaswellasamutuallyindependentmartingaleappearinginadefaultablesetting.Usingapenalizationmethod,weprovetheexistenceanduniquenessofthesolutionstotheseequations.Asanapplication,weshowthatunderproperassumptionsthesolutionofthereflectedequationisthevalueoftherelatedmixedoptimalstopping-controlproblem.
出版日期
2013年01月11日(中国期刊网平台首次上网日期,不代表论文的发表时间)