Backward SDEs with two barriers and continuous coefficient: an existence result

DOI10.1239/jap/1077134675zbMath1051.60066MaRDI QIDQ4819445

Jaime San Martín, Jean-Pierre Lepeltier

Publication date: 24 September 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1077134675

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H20: Stochastic integral equations

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Cites Work

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