Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473): Difference between revisions

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-.1007/s10959-020-01070-5
@@ Property / DOI: 10.1007/s10959-020-01070-5 / rank @@
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-Youssef Ouknine
@@ Property / author: Youssef Ouknine / rank @@
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+.08076
@@ Property / arXiv ID: 1908.08076 / rank @@
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@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
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+Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem
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@@ Property / DOI @@
+.1007/S10959-020-01070-5
@@ Property / DOI: 10.1007/S10959-020-01070-5 / rank @@
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