Abstract
We give a probabilistic interpretation of the viscosity solutions of parabolic integrodifferential partial equations with two obstacles via the solutions of forward-backward stochastic differential equations with jumps.
Open Access
Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs
Received30 Apr 2004
Revised09 Jul 2004
Copyright
Copyright © 2005 Hindawi Publishing Corporation. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.