BSDEs with two reflecting barriers: the general result (Q1779993)

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BSDEs with two reflecting barriers: the general result
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    Statements

    title
    BSDEs with two reflecting barriers: the general result (English)
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    author
    Mohammed Hassani
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    Said Hamadène
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    publication date
    6 June 2005
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    zbMATH Keywords
    Backward stochastic differential equation
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    Variational inequality
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    Dynkin games
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    Identifiers

    Mathematics Subject Classification ID
    91A15
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    60G40
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    91A60
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    zbMATH DE Number
    2173776
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    OpenAlex ID
    W2164042878
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