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Reflected backward stochastic differential equations with two RCLL barriers
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Author(s):
Lepeltier, Jean-Pierre
;
Xu, Mingyu
Source:
ESAIM: Probability and Statistics, 11 (2007) p 3-22
Language:
English
Online Access:
https://www.numdam.org/articles/10.1051/ps:2007002/
Additional Information
Publication Date:
2007
Collection:
ESAIM: Probability and Statistics
Accession Number:
edsnum.PS.2007..11..3.0
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