Backward stochastic differential equations with oblique reflection and local Lipschitz drift.

Aman, Auguste; N'Zi, Modeste

Journal of Applied Mathematics and Stochastic Analysis (2003)

  • Volume: 16, Issue: 4, page 295-309
  • ISSN: 2090-3332

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Aman, Auguste, and N'Zi, Modeste. "Backward stochastic differential equations with oblique reflection and local Lipschitz drift.." Journal of Applied Mathematics and Stochastic Analysis 16.4 (2003): 295-309. <http://eudml.org/doc/50919>.

@article{Aman2003,
author = {Aman, Auguste, N'Zi, Modeste},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {backward stochastic differential equations; oblique reflection; Brownian motion},
language = {eng},
number = {4},
pages = {295-309},
publisher = {Hindawi Publishing Corporation, New York},
title = {Backward stochastic differential equations with oblique reflection and local Lipschitz drift.},
url = {http://eudml.org/doc/50919},
volume = {16},
year = {2003},
}

TY - JOUR
AU - Aman, Auguste
AU - N'Zi, Modeste
TI - Backward stochastic differential equations with oblique reflection and local Lipschitz drift.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2003
PB - Hindawi Publishing Corporation, New York
VL - 16
IS - 4
SP - 295
EP - 309
LA - eng
KW - backward stochastic differential equations; oblique reflection; Brownian motion
UR - http://eudml.org/doc/50919
ER -

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