The smallest g-supermartingale and reflected BSDE with single and double obstacles
Annales de l'I.H.P. Probabilités et statistiques (2005)
- Volume: 41, Issue: 3, page 605-630
- ISSN: 0246-0203
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topPeng, 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 -
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Citations in EuDML Documents
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- Romuald Elie, Idris Kharroubi, Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections
- Gregor Heyne, Michael Kupper, Christoph Mainberger, Minimal supersolutions of BSDEs with lower semicontinuous generators
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