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- W2010050714 abstract "We study the problem of existence of solutions for generalized backward stochastic differential equation with two reflecting barriers (GRBSDE for short) under weaker assumptions on the data. Roughly speaking we show the existence of a maximal solution for GRBSDE when the terminal condition ξ is FT-measurable, the coefficient f is continuous with general growth with respect to the variable y and stochastic quadratic growth with respect to the variable z and the reflecting barriers L and U are just right continuous with left limits. The result is proved without assuming any P-integrability conditions on the terminal data." @default.
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- W2010050714 date "2015-06-01" @default.
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- W2010050714 title "Stochastic quadratic BSDE with two RCLL obstacles" @default.
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- W2010050714 doi "https://doi.org/10.1016/j.spa.2014.12.009" @default.
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