Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
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Publication:616310
DOI10.1016/J.BULSCI.2010.03.001zbMath1208.60056OpenAlexW2003546599MaRDI QIDQ616310
Mohammed Hassani, Youssef Ouknine, Said Hamadène
Publication date: 7 January 2011
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.bulsci.2010.03.001
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99)
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