BSDEs with two reflecting barriers: the general result
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Publication:1779993
DOI10.1007/s00440-004-0395-2zbMath1109.91312OpenAlexW2164042878MaRDI QIDQ1779993
Mohammed Hassani, Said Hamadène
Publication date: 6 June 2005
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-004-0395-2
Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)
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