Asset Management Business Division, Mitsubishi UFJ Trust and Banking Corporation
2021 Volume 2021 Pages 34-37
(compatible with EndNote, Reference Manager, ProCite, RefWorks)
(compatible with BibDesk, LaTeX)
In this paper, we tackle the problem of the existence and uniqueness of the solution to double barrier backward doubly stochastic differential equations, by means of the penalization method.
Already have an account? Sign in here