Publisher
Springer International Publishing
Reference11 articles.
1. Chaleyat-Maurel, El Karoui, N. and Marchal, B. (1980) Reflexion discontinue et systémes stochastiques. Ann. Proba., 8, 1049–1067.
2. El Karoui N, Kapoudjian C, Pardoux E, Peng S and Quenez M C. (1997) Reflected solutions of backward SDE’s, and related obstacle problems for PDE’s. Ann. Probab. 25 702–737.
3. Gegout-Petit, A. and Pardoux, E. (1996) Equations différentielles stochastiques rétrogrades refléchies dans un convexe. Stochastics and Stochastics Reports, 57, 111–128.
4. Ikeda, N. and Watanabe, S. (1989) Stochastic Differential Equations and Diffusion Processes. North-Holland, Amsterdam.
5. Liptser, R.Sh. and Shiryayev, A.N. (1989) Theory of Martingales. Kluwer Acad. Publ.