The smallest g-supermartingale and reflected BSDE with single and double L 2 obstacles

Shige Peng; Mingyu Xu

Annales de l'I.H.P. Probabilités et statistiques (2005)

  • Volume: 41, Issue: 3, page 605-630
  • ISSN: 0246-0203

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Peng, Shige, and Xu, Mingyu. "The smallest g-supermartingale and reflected BSDE with single and double ${L}^{2}$ obstacles." Annales de l'I.H.P. Probabilités et statistiques 41.3 (2005): 605-630. <http://eudml.org/doc/77860>.

@article{Peng2005,
author = {Peng, Shige, Xu, Mingyu},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {eng},
number = {3},
pages = {605-630},
publisher = {Elsevier},
title = {The smallest g-supermartingale and reflected BSDE with single and double $\{L\}^\{2\}$ obstacles},
url = {http://eudml.org/doc/77860},
volume = {41},
year = {2005},
}

TY - JOUR
AU - Peng, Shige
AU - Xu, Mingyu
TI - The smallest g-supermartingale and reflected BSDE with single and double ${L}^{2}$ obstacles
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 3
SP - 605
EP - 630
LA - eng
UR - http://eudml.org/doc/77860
ER -

References

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