ESAIM: Probability and Statistics (ESAIM: P&S)

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Reflected backward stochastic differential equations with two RCLL barriers

Jean-Pierre Lepeltier and Mingyu Xu

ESAIM: PS, 11 (2007) 3-22

Published online: 01 March 2007

DOI: 10.1051/ps:2007002

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Jean-Pierre Lepeltier

Mingyu Xu

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