| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527628 | Stochastic Processes and their Applications | 2005 | 23 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Khaled Bahlali, Saı¨d Hamadène, Brahim Mezerdi,