Hamadène, Saïd, and Hassani, Mohammed. "BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game.." Electronic Journal of Probability [electronic only] 11 (2006): 121-145. <http://eudml.org/doc/116758>.
@article{Hamadène2006,
author = {Hamadène, Saïd, Hassani, Mohammed},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Backward stochastic differential equation; Poisson measure; Dynkin game; Mokobodzki's condition},
language = {eng},
pages = {121-145},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game.},
url = {http://eudml.org/doc/116758},
volume = {11},
year = {2006},
}
TY - JOUR
AU - Hamadène, Saïd
AU - Hassani, Mohammed
TI - BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game.
JO - Electronic Journal of Probability [electronic only]
PY - 2006
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 11
SP - 121
EP - 145
LA - eng
KW - Backward stochastic differential equation; Poisson measure; Dynkin game; Mokobodzki's condition
UR - http://eudml.org/doc/116758
ER -
