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http://archives.univ-biskra.dz/handle/123456789/2863Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Khaled Bahlali | - |
| dc.contributor.author | Saïd Hamadène | - |
| dc.contributor.author | Brahim Mezerdi | - |
| dc.date.accessioned | 2013-05-21T02:41:16Z | - |
| dc.date.available | 2013-05-21T02:41:16Z | - |
| dc.date.issued | 2013-05-21 | - |
| dc.identifier.uri | http://archives.univ-biskra.dz/handle/123456789/2863 | - |
| dc.description.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 | en_US |
| dc.language.iso | en | en_US |
| dc.subject | Backward SDEs; Reflecting barriers; Risk-sensitive zero-sum stopping game. | en_US |
| dc.title | Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient | en_US |
| dc.type | Article | en_US |
| Appears in Collections: | Publications Internationales | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient_p.pdf | 344,98 kB | Adobe PDF | View/Open |
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