Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis

DOI10.1016/j.bulsci.2010.03.001zbMath1208.60056MaRDI QIDQ616310

Mohammed Hassani, Youssef Ouknine, Said Hamadène

Publication date: 7 January 2011

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2010.03.001

zbMATH Keywords

backward stochastic differential equations; reflecting barriers

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G99: Stochastic processes

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