Title of article
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
Author/Authors
Bahlali، نويسنده , , Khaled and Hamadène، نويسنده , , Sa?¨d and Mezerdi، نويسنده , , Brahim، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
23
From page
1107
To page
1129
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
Risk-sensitive zero-sum stopping game , Reflecting barriers , Backward SDEs
Journal title
Stochastic Processes and their Applications
Serial Year
2005
Journal title
Stochastic Processes and their Applications
Record number
1577645
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