Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475): Difference between revisions

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+Khaled Bahlali
@@ Property / author: Khaled Bahlali / rank @@
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+Said Hamadène
@@ Property / author: Said Hamadène / rank @@
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+Gheorghe Stoica
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+https://doi.org/10.1016/j.spa.2005.02.005
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+W2072622079
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@@ Property / cites work @@
+Backward stochastic differential equations with reflection and Dynkin games
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+Reflected forward-backward SDEs and obstacle problems with boundary conditions
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+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Q4356589
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+Backward Stochastic Differential Equations in Finance
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+Backward equations, stochastic control and zero-sum stochastic differential games
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+Reflected BSDEs and mixed game problem
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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