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math.PR2008★ 2 cited
General Existence Results for Reflected BSDE and BSDE
E. H. Essaky, M. Hassani
In this paper, we are concerned with the problem of existence of solutions for generalized reflected backward stochastic differential equations (GRBSDEs for short) and generalized…
math.PR2008★ 4 cited
Generalized BSDE With 2-Reflecting Barriers and Stochastic Quadratic Growth
E. H. Essaky, M. Hassani
We study the existence of a solution for a one-dimensional generalized backward stochastic differential equation with two reflecting barriers (GRBSDE for short) under assumptions o…