Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator.

Hamadène, S., and Hdhiri, I.. "Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator.." Journal of Applied Mathematics and Stochastic Analysis 2006.1 (2006): Article ID 95818, 28 p.-Article ID 95818, 28 p.. <http://eudml.org/doc/52971>.

@article{Hamadène2006,
author = {Hamadène, S., Hdhiri, I.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {reflected backward stochastic differential equation},
language = {eng},
number = {1},
pages = {Article ID 95818, 28 p.-Article ID 95818, 28 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator.},
url = {http://eudml.org/doc/52971},
volume = {2006},
year = {2006},
}

TY - JOUR
AU - Hamadène, S.
AU - Hdhiri, I.
TI - Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
IS - 1
SP - Article ID 95818, 28 p.
EP - Article ID 95818, 28 p.
LA - eng
KW - reflected backward stochastic differential equation
UR - http://eudml.org/doc/52971
ER -