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

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 -