Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs.
Harraj, N. ; Ouknine, Y. ; Turpin, I.
Journal of Applied Mathematics and Stochastic Analysis, Tome 2005 (2005), p. 37-53 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
DOI : https://doi.org/10.1155/JAMSA.2005.37
EUDML-ID : urn:eudml:doc:51857 
@article{02202181,
     title = {Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2005},
     year = {2005},
     pages = {37-53},
     doi = {10.1155/JAMSA.2005.37},
     zbl = {1076.60048},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02202181}
}

Harraj, N.; Ouknine, Y.; Turpin, I. Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2005 (2005) pp. 37-53. doi : 10.1155/JAMSA.2005.37. http://gdmltest.u-ga.fr/item/02202181/