Backward SDEs with two barriers and continuous coefficient:...

Backward SDEs with two barriers and continuous coefficient: an existence result

Lepeltier, Jean-Pierre, San Mart�n, Jaime
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Volume:
41
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1239/jap/1077134675
Date:
March, 2004
File:
PDF, 142 KB
english, 2004
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