Double barrier reflected BSDEs with stochastic Lipschitz coefficient

Marzougue, Mohamed; El Otmani, Mohamed

doi:10.15559/17-VMSTA90

Modern Stochastics: Theory and Applications

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Double barrier reflected BSDEs with stochastic Lipschitz coefficient

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Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions

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