In this paper, we are concerned with the problem of existence of solutions for generalized reflected backward stochastic differential equations (GRBSDEs for short) and generalized backward stochastic differential equations (GBSDEs for short) when the generator f ds + g dA s is continuous with genera
✦ LIBER ✦
BSDEs with two reflecting barriers : the general result
✍ Scribed by S. Hamadène; M. Hassani
- Publisher
- Springer
- Year
- 2004
- Tongue
- English
- Weight
- 295 KB
- Volume
- 132
- Category
- Article
- ISSN
- 1432-2064
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