BSDEs with two reflecting barriers : the general result
By Said Hamadène, Mohammed Hassani. 2005
108 citations recorded by the source corpus.
Subfields: Applied Mathematics, Computational Theory and Mathematics
View Paper: https://www.semanticscholar.org/paper/a24d5925abeaa3dd235080588738bea368287436
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In Applied Mathematics
In Computational Theory and Mathematics
Citations in the corpus
- BSDEs with monotone generator and two irregular reflecting barriers (2013, methodology): “In the proof of that result we use among others things the method of supersolutions applied earlier in [28] and the technique of stopping times used in [10, 19, 31].”