Reflected backward stochastic differential equations with two RCLL barriers

Author: Lepeltier Jean-Pierre   Xu Mingyu  

Publisher: Edp Sciences

E-ISSN: 1262-3318|11|issue|3-22

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.11, Iss.issue, 2007-03, pp. : 3-22

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Abstract