Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs.
Harraj, N.; Ouknine, Y.; Turpin, I.
Journal of Applied Mathematics and Stochastic Analysis (2005)
- Volume: 2005, Issue: 1, page 37-53
- ISSN: 2090-3332
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topHarraj, N., Ouknine, Y., and Turpin, I.. "Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs.." Journal of Applied Mathematics and Stochastic Analysis 2005.1 (2005): 37-53. <http://eudml.org/doc/51857>.
@article{Harraj2005,
author = {Harraj, N., Ouknine, Y., Turpin, I.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {backward stochastic differential equation; reflected BSDE; obstacle problem},
language = {eng},
number = {1},
pages = {37-53},
publisher = {Hindawi Publishing Corporation, New York},
title = {Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs.},
url = {http://eudml.org/doc/51857},
volume = {2005},
year = {2005},
}
TY - JOUR
AU - Harraj, N.
AU - Ouknine, Y.
AU - Turpin, I.
TI - Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2005
PB - Hindawi Publishing Corporation, New York
VL - 2005
IS - 1
SP - 37
EP - 53
LA - eng
KW - backward stochastic differential equation; reflected BSDE; obstacle problem
UR - http://eudml.org/doc/51857
ER -
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