Backward stochastic differential equations with oblique reflection and local Lipschitz drift.
Aman, Auguste ; N'Zi, Modeste
Journal of Applied Mathematics and Stochastic Analysis, Tome 16 (2003), p. 295-309 / Harvested from The Electronic Library of Mathematics
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Publié le : 2003-01-01
DOI : https://doi.org/10.1155/S1048953303000248
EUDML-ID : urn:eudml:doc:50919 
@article{02067319,
     title = {Backward stochastic differential equations with oblique reflection and local Lipschitz drift.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {16},
     year = {2003},
     pages = {295-309},
     doi = {10.1155/S1048953303000248},
     zbl = {1045.60055},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02067319}
}

Aman, Auguste; N'Zi, Modeste. Backward stochastic differential equations with oblique reflection and local Lipschitz drift.. Journal of Applied Mathematics and Stochastic Analysis, Tome 16 (2003) pp. 295-309. doi : 10.1155/S1048953303000248. http://gdmltest.u-ga.fr/item/02067319/