数学季刊（英文版）
數學季刊（英文版）
수학계간（영문판）
CHINESE QUARTERLY JOURNAL OF MATHEMATICS
2007年
4期
538-549
,共12页
胡兰英%朱跃峰%夏宁茂%REN Yong
鬍蘭英%硃躍峰%夏寧茂%REN Yong
호란영%주약봉%하저무%REN Yong
backward stochastic differential euqation%barrier%penalization method
In this paper,we derive the existence and uniqueness theorem for the adapted solution to backward stochastic differential equations with two barriers under non-Lipschitz condition via penalization method.
