Abstract
A backward stochastic differential equation is forced to stay within a d-dimensional bounded convex polyhedral domain, thanks to the action of oblique reflecting process at the boundary. The Lipschitz continuity on the reflection directions together with the Lipschitz continuity of the drift gives the existence and uniqueness of the solution.
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Akdim, K. (2020). Reflected Backward SDEs in a Convex Polyhedron. In: Dos Santos, S., Maslouhi, M., Okoudjou, K. (eds) Recent Advances in Mathematics and Technology. Applied and Numerical Harmonic Analysis. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-35202-8_2
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DOI: https://doi.org/10.1007/978-3-030-35202-8_2
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