17 citations · 17 across the 2 of their papers we have counts for
2 papers
math.SG2007★ 17 cited
Reflected BSDE with quadratic growth and unbounded terminal value
J. -P. Lepeltier, M. Xu
In this paper we prove the existence of a solution for reflected BSDE's\ whose coefficient is of quadratic growth in and of linear growth in , with an unbounded terminal val…
math.PR2007
Sobolev solution for semilinear PDE with obstacle under monotonicity condition
A. Matoussi, M. Xu
We prove the existence and uniqueness of the solution of a semilinear PDE's and also PDE's with obstacle under monotonicity condition. Moreover we give the probabilistic interpreta…