Reflected BSDE’s with discontinuous barrier and time delayed generators

Author: Karouf Monia  

Publisher: Edp Sciences

E-ISSN: 1262-3318|19|issue|194-203

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.19, Iss.issue, 2015-08, pp. : 194-203

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Abstract