Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient |
scientific article |
Statements
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (English)
0 references
5 August 2005
0 references
Existence of a maximal solution is proved for a class of backward stochastic differential equations with two reflecting barriers.
0 references
Risk-sensitive zero-sum stopping game
0 references
