BSDEs with two reflecting barriers driven by a brownian and a poisson noise and related dynkin game

Electronic Journal of Probability

Volumn 11, Issue , 2006, Pages 121-145

  Hamadene S ^a   Hassani, M ^a  

^a UNIVERSITÉ DU MAINE   (France)

Author keywords

Backward stochastic differential equation; Dynkin game; Mokobodzki s condition; Poisson measure

Indexed keywords

EID: 33144490231     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v11-303     Document Type: Article

References (22)

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