Doubly reflected backward stochastic differential equations in the predictable setting
DOI10.1007/s10959-020-01070-5zbMath1498.60193arXiv1908.08076OpenAlexW3120899859WikidataQ115382023 ScholiaQ115382023MaRDI QIDQ2116473
Ihsan Arharas, Siham Bouhadou, Youssef Ouknine
Publication date: 17 March 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.08076
fixed point theoremdoubly reflected backward stochastic differential equationsPicard iteration methodnon-quasi-left continuouspredictable DRBSDEs
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)
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