Reflected forward-backward SDEs and obstacle problems with boundary conditions.
Ma, Jin ; Cvitanić, Jakša
Journal of Applied Mathematics and Stochastic Analysis, Tome 14 (2001), p. 113-138 / Harvested from The Electronic Library of Mathematics
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Publié le : 2001-01-01
DOI : https://doi.org/10.1155/S1048953301000090
EUDML-ID : urn:eudml:doc:49650 
@article{01679900,
     title = {Reflected forward-backward SDEs and obstacle problems with boundary conditions.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {14},
     year = {2001},
     pages = {113-138},
     doi = {10.1155/S1048953301000090},
     zbl = {1002.60065},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01679900}
}

Ma, Jin; Cvitanić, Jakša. Reflected forward-backward SDEs and obstacle problems with boundary conditions.. Journal of Applied Mathematics and Stochastic Analysis, Tome 14 (2001) pp. 113-138. doi : 10.1155/S1048953301000090. http://gdmltest.u-ga.fr/item/01679900/