Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles
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Publication:6171670
DOI10.1016/J.SPA.2023.06.012zbMath1517.60061arXiv2008.09429MaRDI QIDQ6171670
El Hassan Es-Saky, C. E. Rhazlane, Mohammed Hassani
Publication date: 14 August 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.09429
comparison theorempenalization methodSnell envelopestochastic quadratic growthdoubly reflected backward stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)
Cites Work
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