BSDEs with two reflecting barriers: the general result
type: Item
instance of: scholarly article
title: BSDEs with two reflecting barriers: the general result
zbMATH Open document ID: 1109.91312
author: M. Hassani
author: Said Hamadène
publication date: 2005-06-06T00:00:00Z
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91A60
zbMATH DE Number: 2173776
zbMATH Keywords: Backward stochastic differential equation
zbMATH Keywords: Variational inequality
zbMATH Keywords: Dynkin games
MaRDI profile type: Publication
full work available at URL: s00440-004-0395-2
OpenAlex ID: W2164042878
cites work: Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
cites work: Q4086511
cites work: Mixed Zero-Sum Stochastic Differential Game and American Game Options
cites work: Reflected BSDEs and mixed game problem
cites work: On the Starting and Stopping Problem: Application in Reversible Investments
cites work: On a variational inequality associated with a stopping game combined with a control
cites work: Q4002114
cites work: Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
cites work: Q3997782
DOI: 10.1007/S00440-004-0395-2
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 2173776