Title of article :
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
Author/Authors :
Bahlali، نويسنده , , Khaled and Hamadène، نويسنده , , Sa?¨d and Mezerdi، نويسنده , , Brahim، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Abstract :
We deal with backward stochastic differential equations with two reflecting barriers and a continuous coefficient which is, first, linear growth in ( y , z ) and then quadratic growth with respect to z . In both cases we show the existence of a maximal solution.
Keywords :
Risk-sensitive zero-sum stopping game , Reflecting barriers , Backward SDEs
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
