L p -Solutions...

Stochastic Analysis and Applications 2011 / 11 Vol. 29; Iss. 6

L p -Solutions for Doubly Reflected Backward Stochastic Differential Equations

El Asri, B., Hamadène, S., Wang, H.
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Volume:
29
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2011.564442
Date:
November, 2011
File:
PDF, 228 KB
english, 2011
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