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Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
| Content Provider | Semantic Scholar |
|---|---|
| Author | Hamadène, Said Hassani, Mohammed Ouknine, Youssef |
| Copyright Year | 2010 |
| Abstract | Abstract In this paper we study Backward Stochastic Differential Equations with two reflecting right continuous with left limits ( rcll ) barriers. We show existence and uniqueness of the solution when the barriers are completely separated and the generator is uniformly Lipschitz. |
| Starting Page | 874 |
| Ending Page | 899 |
| Page Count | 26 |
| File Format | PDF HTM / HTML |
| DOI | 10.1016/j.bulsci.2010.03.001 |
| Alternate Webpage(s) | https://core.ac.uk/download/pdf/82461556.pdf |
| Alternate Webpage(s) | https://doi.org/10.1016/j.bulsci.2010.03.001 |
| Volume Number | 134 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |