Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
By Khaled Bahlalia, Saı̈d Hamadènec, Brahim Mezerdid. 2005
53 citations recorded by the source corpus.
Subfields: Applied Mathematics, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/b7bfaa954bc97ae2aaf3a6834ef7570360f7b1f0
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
In Finance
In Mathematical Physics
Citations in the corpus
- BSDEs with monotone generator and two irregular reflecting barriers (2013, background): “For instance, in [3, 8, 12, 20] generators having quadratic growth with respect to z are considered.”