Backward stochastic differential equation with two reflecting barriers and jumps

Stochastic Analysis and Applications

Volumn 23, Issue 5, 2005, Pages 921-938

  Essaky, El Hassan ^a   Ouknine, Youssef ^a,c   Harraj, Najoua ^b  

^a CADI AYYAD UNIVERSITY   (Morocco)

^b FACULTÉ DES SCIENCES   (Morocco)

^c FACULTÉ DES SCIENCES SEMLALIA   (Morocco)

Author keywords

Backward stochastic differential equation; Fixed point theorem; Martingale representation theorem; Penalization; Poisson point process; Reflecting barriers

Indexed keywords

EID: 24344487455     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/SAP-200050114     Document Type: Article

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