非<span>Lipschitz</span>条件下两边界反射型倒向随机微分方程的解

非Lipschitz条件下两边界反射型倒向随机微分方程的解

胡兰英, 朱跃峰, 夏宁茂等

On Solutions of BSDE with Two Barriers Under Non-Lipschitz Condition

HU Lan-ying, ZHU Yue-feng, XIA Ning-mao, REN Yong

数学季刊 . 2007, (4): 538 -549 .