NDLI: SDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game

Content Provider	Semantic Scholar
Author	Hamadène, Said Hassani, Mehdi
Copyright Year	2006
Abstract	In this paper we study BSDEs with two reflecting barriers driven by a Brownian motion and an independent Poisson process. We show the existence and uniqueness of local and global solutions. As an application we solve the related zero-sum Dynkin game.
File Format	PDF HTM / HTML
Alternate Webpage(s)	http://directory.umm.ac.id/Journals/Journal_of_mathematics/EJP-ECP/getdoc8dfc.pdf
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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