Backward SDEs with two barriers and continuous coefficient: an existence result
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Publication:4819445
DOI10.1239/jap/1077134675zbMath1051.60066MaRDI QIDQ4819445
Jaime San Martín, Jean-Pierre Lepeltier
Publication date: 24 September 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1077134675
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