Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference8 articles.
1. Les aspects probabilistes du contrôle stochastique;El Karoui,1979
2. Reflected solutions of backward SDE and related obstacle problems for PDEs;El Karoui;Ann. Probab.,1997
3. Backward stochastic differential equations in Finance;El Karoui;Math. Finance,1997
4. Reflected BSDE's with discontinuous barrier and application;Hamadène;Stochastics Stochastic Rep.,2002
5. Double barrier backward SDEs with continuous coefficient;Hamadène,1997
Cited by
64 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献