Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473)

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scientific article; zbMATH DE number 7491632
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    Doubly reflected backward stochastic differential equations in the predictable setting
    scientific article; zbMATH DE number 7491632

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      Doubly reflected backward stochastic differential equations in the predictable setting (English)
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      17 March 2022
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      doubly reflected backward stochastic differential equations
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      predictable DRBSDEs
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      non-quasi-left continuous
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      Picard iteration method
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      fixed point theorem
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