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|Title:||Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient|
|Keywords:||Backward SDEs; Reflecting barriers; Risk-sensitive zero-sum stopping game.|
|Abstract:||We deal with backward stochastic differential equations with two reflecting barriers and a continuous coefficient which is, first, linear growth in (y,z) and then quadratic growth with respect to z. In both cases we show the existence of a maximal solution. Link http://www.sciencedirect.com.www.sndl1.arn.dz/science/article/pii/S0304414905000190?np=y|
|Appears in Collections:||Publications Internationales|
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