BSDEs with monotone generator and two irregular reflecting barriers
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Publication:390828
DOI10.1016/j.bulsci.2012.06.006zbMath1311.60064arXiv1810.03397MaRDI QIDQ390828
Publication date: 9 January 2014
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.03397
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H20: Stochastic integral equations
60F25: (L^p)-limit theorems
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