Double Barrier Backward Doubly Stochastic Differential Equations

Authors

Tadashi Hayashi, Pension Fund Management Division, Mitsubishi UFJ Trust and Banking Corporation, 1-4-5, Marunouchi, Chiyoda-ku, Tokyo, 100-8212, JapanFollow

Recommended Citation

Hayashi, Tadashi (2023) "Double Barrier Backward Doubly Stochastic Differential Equations," Journal of Stochastic Analysis: Vol. 4: No. 3, Article 2.
DOI: 10.31390/josa.4.3.02
Available at: https://repository.lsu.edu/josa/vol4/iss3/2

DOI

10.31390/josa.4.3.02