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Backward SDEs with Two Barriers and Continuous Coefficient:...

Backward SDEs with Two Barriers and Continuous Coefficient: An Existence Result

Jean-Pierre Lepeltier and Jaime San Martín
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Volume:
41
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/3215822
Date:
March, 2004
File:
PDF, 951 KB
english, 2004
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