The smallest g-supermartingale and reflected BSDE with single and double L 2 obstacles
Peng, Shige ; Xu, Mingyu
Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005), p. 605-630 / Harvested from Numdam
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@article{AIHPB_2005__41_3_605_0,
     author = {Peng, Shige and Xu, Mingyu},
     title = {The smallest $g$-supermartingale and reflected BSDE with single and double ${L}^{2}$ obstacles},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {41},
     year = {2005},
     pages = {605-630},
     doi = {10.1016/j.anihpb.2004.12.002},
     zbl = {1071.60049},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2005__41_3_605_0}
}

Peng, Shige; Xu, Mingyu. The smallest $g$-supermartingale and reflected BSDE with single and double ${L}^{2}$ obstacles. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) pp. 605-630. doi : 10.1016/j.anihpb.2004.12.002. http://gdmltest.u-ga.fr/item/AIHPB_2005__41_3_605_0/

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