2 results
Reflected backward stochastic differential equations with two RCLL barriers
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- Journal:
- ESAIM: Probability and Statistics / Volume 11 / June 2007
- Published online by Cambridge University Press:
- 01 March 2007, pp. 3-22
- Print publication:
- June 2007
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Backward SDEs with two barriers and continuous coefficient: an existence result
- Part of
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- Journal:
- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 162-175
- Print publication:
- March 2004
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