| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4669139 | Bulletin des Sciences Mathématiques | 2010 | 26 Pages |
Abstract
In this paper we study Backward Stochastic Differential Equations with two reflecting right continuous with left limits (rcll) barriers. We show existence and uniqueness of the solution when the barriers are completely separated and the generator is uniformly Lipschitz.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
