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

Journal of Applied Probability

Volumn 41, Issue 1, 2004, Pages 162-175

  Lepeltier, Jean Pierre ^a   San Martín, Jaime ^b  

^a UNIVERSITÉ DU MAINE   (France)

^b UNIVERSITY OF CHILE   (Chile)

Author keywords

Backward SDE; Barrier

Indexed keywords

EID: 2442450715     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1077134675     Document Type: Article

References (7)

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