Searching Arxiv, refresh for possibly better results.
Results for "Soufiane Lakhlifi"
total 17took 0.04s
Skorohod equation and BSDE's with two reflecting barriersOct 03 2011We solve a class of doubly reflected backward stochastic differential equation whose generator depends on the resistance due to reflections, which extend the recent work of Qian and Xu on reflected BSDE with one barrier. We then obtain the existence and ... More