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Generalized BSDE with two reflecting barriers - MaRDI portal

Generalized BSDE with two reflecting barriers (Q5324871)

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scientific article; zbMATH DE number 5592142
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English
Generalized BSDE with two reflecting barriers
scientific article; zbMATH DE number 5592142

    Statements

    title
    Generalized BSDE with two reflecting barriers (English)
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    author
    Mohamed El Otmani
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    Naoual Mrhardy
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    publication date
    8 August 2009
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    zbMATH Keywords
    generalized BSDE
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    BSDEs with two reflecting barriers
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    Neumann boundary condition
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    Identifiers

    DOI
    10.1515/ROSE.2008.020
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    zbMATH DE Number
    5592142
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