kw.\*:("Equation différentielle stochastique rétrograde")
Results 1 to 25 of 180
Selection :
LP Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous CoefficientsSHAOKUAN CHEN.Stochastic analysis and applications. 2010, Vol 28, Num 5, pp 820-841, issn 0736-2994, 22 p.Article
A generalized existence theorem of BSDEsGUANGYAN JIA.Comptes rendus. Mathématique. 2006, Vol 342, Num 9, pp 685-688, issn 1631-073X, 4 p.Article
The uniqueness of solutions of perturbed backward stochastic differential equationsCONSTANTIN, Gh.Journal of mathematical analysis and applications. 2004, Vol 300, Num 1, pp 12-16, issn 0022-247X, 5 p.Article
LAW OF LARGE NUMBERS UNDER THE NONLINEAR EXPECTATIONYANG, B; XIAO, H.Proceedings of the American Mathematical Society. 2011, Vol 139, Num 10, pp 3753-3762, issn 0002-9939, 10 p.Article
On the set of solutions of a BSDE with continuous coefficientGUANGYAN JIA; SHIGE PENG.Comptes rendus. Mathématique. 2007, Vol 344, Num 6, pp 395-397, issn 1631-073X, 3 p.Article
Uniqueness result for the BSDE whose generator is monotonic in y and uniformly continuous in ZFAN, Sheng-Jun; LONG JIANG.Comptes rendus. Mathématique. 2010, Vol 348, Num 1-2, pp 89-92, issn 1631-073X, 4 p.Article
Backward doubly stochastic differential equations with discontinuous coefficientsN'ZI, Modeste; OWO, Jean-Marc.Statistics & probability letters. 2009, Vol 79, Num 7, pp 920-926, issn 0167-7152, 7 p.Article
BSDE with quadratic growth and unbounded terminal valueBRIAND, Philippe; YING HU.Probability theory and related fields. 2006, Vol 136, Num 4, pp 604-618, issn 0178-8051, 15 p.Article
Lenglart domination inequalities for g-expectationsGUOQING ZHAO.Statistics & probability letters. 2009, Vol 79, Num 22, pp 2338-2342, issn 0167-7152, 5 p.Article
Representation theorems for generators of backward stochastic differential equationsLONG JIANG.Comptes rendus. Mathématique. 2005, Vol 340, Num 2, pp 161-166, issn 1631-073X, 6 p.Article
A uniqueness theorem for the solution of Backward Stochastic Differential EquationsGUANGYAN JIA.Comptes rendus. Mathématique. 2008, Vol 346, Num 7-8, pp 439-444, issn 1631-073X, 6 p.Article
BSDE driven by a simple Lévy process with continuous coefficientMOHAMED EL OTMANI.Statistics & probability letters. 2008, Vol 78, Num 11, pp 1259-1265, issn 0167-7152, 7 p.Article
A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equationsJUAN LI; SHANJIAN TANG.Stochastic processes and their applications. 2007, Vol 117, Num 9, pp 1234-1250, issn 0304-4149, 17 p.Article
On the comparison theorem for multidimensional BSDEsYING HU; SHIGE PENG.Comptes rendus. Mathématique. 2006, Vol 343, Num 2, pp 135-140, issn 1631-073X, 6 p.Article
Reflected backward stochastic Differential Equation with locally monotone coefficientBAHLALI, K; ESSAKY, E. H; OUKNINE, Y et al.Stochastic analysis and applications. 2004, Vol 22, Num 4, pp 939-970, issn 0736-2994, 32 p.Article
Numerical solutions of backward stochastic differential equations: A finite transposition methodPENGHUI WANG; XU ZHANG.Comptes rendus. Mathématique. 2011, Vol 349, Num 15-16, pp 901-903, issn 1631-073X, 3 p.Article
A class of backward doubly stochastic differential equations with non-Lipschitz coefficientsQIAN LIN.Statistics & probability letters. 2009, Vol 79, Num 20, pp 2223-2229, issn 0167-7152, 7 p.Article
Numerical Method for Reflected Backward Stochastic Differential EquationsMARTINEZ, Miguel; SAN MARTIN, Jaime; TORRES, Soledad et al.Stochastic analysis and applications. 2011, Vol 29, Num 6, pp 1008-1032, issn 0736-2994, 25 p.Article
Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generatorsSHENGJUN FAN; LONG JIANG; DAVISON, Matt et al.Comptes rendus. Mathématique. 2010, Vol 348, Num 11-12, pp 683-686, issn 1631-073X, 4 p.Article
Approximation scheme for solutions of backward stochastic differential equations via the representation theoremMOHAMED EL OTMANI.Annales mathématiques Blaise Pascal. 2006, Vol 13, Num 1, pp 17-29, issn 1259-1734, 13 p.Article
Backward stochastic differential equations with a uniformly continuous generator and related g-expectationGUANGYAN JIA.Stochastic processes and their applications. 2010, Vol 120, Num 11, pp 2241-2257, issn 0304-4149, 17 p.Article
Backward stochastic differential equations with non-Lipschitz coefficientsYING WANG; ZHEN HUANG.Statistics & probability letters. 2009, Vol 79, Num 12, pp 1438-1443, issn 0167-7152, 6 p.Article
Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coefficientsYING HU; JIN MA.Stochastic processes and their applications. 2004, Vol 112, Num 1, pp 23-51, issn 0304-4149, 29 p.Article
Some results on the uniqueness of generators of backward stochastic differential equationsLONG JIANG.Comptes rendus. Mathématique. 2004, Vol 338, Num 7, pp 575-580, issn 1631-073X, 6 p.Article
A converse comparison theorem for backward stochastic differential equations with jumpsDE SCHEEMAEKERE, Xavier.Statistics & probability letters. 2011, Vol 81, Num 2, pp 298-301, issn 0167-7152, 4 p.Article