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http://archives.univ-biskra.dz/handle/123456789/2863| Title: | Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient |
| Authors: | Khaled Bahlali Saïd Hamadène Brahim Mezerdi |
| Keywords: | Backward SDEs; Reflecting barriers; Risk-sensitive zero-sum stopping game. |
| Issue Date: | 21-May-2013 |
| 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 |
| URI: | http://archives.univ-biskra.dz/handle/123456789/2863 |
| 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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