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

@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 -