Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth
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Publication:1932445
DOI10.1016/J.JDE.2012.10.024zbMath1278.60092arXiv0805.2979OpenAlexW2964202953MaRDI QIDQ1932445
El Hassan Es-Saky, Mohammed Hassani
Publication date: 18 January 2013
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0805.2979
comparison theoremreflected backward stochastic differential equationstochastic quadratic growthexponential transform
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
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