BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game.
Hamadène, Saïd ; Hassani, Mohammed
Electronic Communications in Probability [electronic only], Tome 11 (2006), p. 121-145 / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:116758 
@article{05070624,
     title = {BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {11},
     year = {2006},
     pages = {121-145},
     zbl = {1184.91038},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05070624}
}

Hamadène, Saïd; Hassani, Mohammed. BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game.. Electronic Communications in Probability [electronic only], Tome 11 (2006) pp. 121-145. http://gdmltest.u-ga.fr/item/05070624/