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- W2033534334 abstract "In this work we prove the existence of a solution for a doubly reflected backward SDE with a continuous linearly increasing coefficient in the case where the barriers L and U are such that L < U on [0, T ) and there exists a continuous semimartingale between L and U ." @default.
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- W2033534334 date "2004-03-01" @default.
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- W2033534334 title "Backward SDEs with two barriers and continuous coefficient: an existence result" @default.
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- W2033534334 doi "https://doi.org/10.1239/jap/1077134675" @default.
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