The smallest g-supermartingale and reflected BSDE with single and double L2 obstacles

By Shige Peng, Mingyu Xu. 2005

140 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/1ed9fc98c254756f6c1fa40b4b4a683ec19d6903

How researchers see this paper

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  1. Tomasz Klimsiak
  2. St'ephane Cr'epey
  3. Jianfeng Zhang
  4. Said Hamadène
  5. Shige Peng
  6. Christian Bender
  7. Jean-François Chassagneux
  8. Adrien Richou

Citations in the corpus