A generalized existence theorem of reflected BSDEs with double obstacles
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- Matoussi, Anis, 1997. "Reflected solutions of backward stochastic differential equations with continuous coefficient," Statistics & Probability Letters, Elsevier, vol. 34(4), pages 347-354, June.
- Bahlali, Khaled & Hamadène, SaI¨d & Mezerdi, Brahim, 2005. "Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient," Stochastic Processes and their Applications, Elsevier, vol. 115(7), pages 1107-1129, July.
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Cited by:
- Aazizi, Soufiane & El Mellali, Tarik & Fakhouri, Imade & Ouknine, Youssef, 2018. "Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 70-78.
- Tian, Dejian & Jiang, Long & Davison, Matt, 2010. "On the existence of solutions to BSDEs with generalized uniformly continuous generators," Statistics & Probability Letters, Elsevier, vol. 80(9-10), pages 903-909, May.
- Tian, Dejian & Jiang, Long & Shi, Xuejun, 2013. "Lp solutions to backward stochastic differential equations with discontinuous generators," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 503-510.
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Keywords
Reflected backward stochastic differential equation Generator Comparison theorem;Statistics
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