References
- Barles , G. , Bukhdan , R. and Pardoux , E. 1997 . BSDE's and integral-partial differential Equations . Stochastics and Stochastics Reports , 60 : 57 – 83 .
- Barlow , M. T. and Protter , P. 1989 . “ On convergence of semimartingales ” . In Séminaire de probabilityés XXIV , Lect. Notes in Maths 188 – 193 . Springer-Verlag .
- Chaleyat-Maurel , Karoui , N. El and Marchal , B. 1980 . Reflexion discontinue et systemes stochastiques . Ann. Proba. , 8 : 1049 – 1067 .
- Cépa , E. 1994 . “ Equations différentielles stochastiques multivoques ” . In These de doctorat de l'universite d'Orleans
- Gegout-Petit , A. 1995 . “ Filtrage d'un processus partiellement observé et équations ” . In Thèse de doctorat de l'universityée de Provence-Aix-Marseille
- Gegout-Petit , A. and Pardoux , E. 1996 . Equations differentielles stochastiques retrogrades refléchies dans un convexe . Stochastics and Stochastics Reports , 57 : 111 – 128 .
- Lions , P. L. and Sznitman , A. S. 1984 . Stochastic differential equations with reflecting boundary conditions . Comm. Pure. Appl. Math. , 37 : 511 – 537 .
- Menaldi , J. L. 1983 . Stochastic variational inequality for reflected diffusion . Indiana Univ. Mathematical Journal , 32 ( 5 )
- Ouknine , Y. 1995 . “ Multivalued backward stochastic differential equations ” . submitted for publication
- Ouknine , Y. 1995 . “ Reflected backward stochastic differential equation with jumps (I) ” . submitted for publication
- Saisho , Y. 1987 . Stochastic differential equations for multidimensional domains with reflecting boundary . Prob. Theory and Rel. Fields , 74 : 455 – 477 .