20–22 janv. 2015
Institut Henri Poincaré
Fuseau horaire Europe/Paris

D-solutions for doubly reflected BSDEs

21 janv. 2015, 18:00
1h
Institut Henri Poincaré

Institut Henri Poincaré

11 rue Pierre et Marie Curie Paris Vieme
présentation murale Session Poster

Orateur

Mme imen hassairi (Did not come to the conference)

Description

We are concerned with the problem of existence and uniqueness of a solution in class D for the backward stochastic differential equations (BSDEs for short) with two continuous reflecting barriers which are completely separated. We consider that the data are Lp-integrable with p = 1.

Auteur principal

Mme imen hassairi (Did not come to the conference)

Documents de présentation

Aucun document.