General existence results for reflected BSDE and BSDE
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Publication:554228
DOI10.1016/j.bulsci.2011.04.003zbMath1243.60047arXiv0809.1353OpenAlexW2964160724MaRDI QIDQ554228
Mohammed Hassani, El Hassan Es-Saky
Publication date: 29 July 2011
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0809.1353
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
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