The smallest g-supermartingale and reflected BSDE with...

Annales de l'Institut Henri Poincare (B) Probability and Statistics 2005 Vol. 41; Iss. 3

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

Shige Peng, Mingyu Xu
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Volume:
41
Year:
2005
Language:
english
Pages:
26
DOI:
10.1016/j.anihpb.2004.12.002
File:
PDF, 254 KB
english, 2005
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