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Linear forward-backward stochastic differential equations with random coefficientsJIONGMIN YONG.Probability theory and related fields. 2006, Vol 135, Num 1, pp 53-83, issn 0178-8051, 31 p.Article

On existence and local stability of solutions of stochastic differential equationsZENGJING CHEN.Stochastic analysis and applications. 2001, Vol 19, Num 5, pp 703-714, issn 0736-2994Article

Reflected forward-backward stochastic differential equations with continuous monotone coefficientsZONGYUAN HUANG; LEPELTIER, Jean-Pierre; ZHEN WU et al.Statistics & probability letters. 2010, Vol 80, Num 21-22, pp 1569-1576, issn 0167-7152, 8 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

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

Finding adapted solutions of forward-backward stochastic differential equations : method of continuationYONG, J.Probability theory and related fields. 1997, Vol 107, Num 4, pp 537-572, issn 0178-8051Article

Duality theorem for the stochastic optimal control problemMIKAMI, Toshio; THIEULLEN, Michèle.Stochastic processes and their applications. 2006, Vol 116, Num 12, pp 1815-1835, issn 0304-4149, 21 p.Article

Forward-backward SDEs and the CIR modelHYNDMAN, Cody Blaine.Statistics & probability letters. 2007, Vol 77, Num 17, pp 1676-1682, issn 0167-7152, 7 p.Article

On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficientsDONGMEI GUO; SHAOLIN JI; HUAIZHONG ZHAO et al.Statistics & probability letters. 2006, Vol 76, Num 18, pp 1954-1960, issn 0167-7152, 7 p.Article

FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH MIXED INITIAL-TERMINAL CONDITIONSJIONGMIN YONG.Transactions of the American Mathematical Society. 2010, Vol 362, Num 2, pp 1047-1096, issn 0002-9947, 50 p.Article

Large deviation principle for a backward stochastic differential equation with subdifferential operatorEL HASSAN ESSAKY.Comptes rendus. Mathématique. 2008, Vol 346, Num 1-2, pp 75-78, issn 1631-073X, 4 p.Article

The 2D euler equations and the statistical transport equationsCHEMETOV, N. V; CIPRIANO, F.Communications in mathematical physics. 2006, Vol 267, Num 2, pp 543-558, issn 0010-3616, 16 p.Article

A generalized existence theorem of reflected BSDEs with double obstaclesSHIQIU ZHENG; SHENGWU ZHOU.Statistics & probability letters. 2008, Vol 78, Num 5, pp 528-536, issn 0167-7152, 9 p.Article

Homeomorphism of solutions to backward SDEs and applicationsHUIJIE QIAO; XICHENG ZHANG.Stochastic processes and their applications. 2007, Vol 117, Num 3, pp 399-408, issn 0304-4149, 10 p.Article

Representation theorems for generators of backward stochastic differential equations and their applicationsLONG JIANG.Stochastic processes and their applications. 2005, Vol 115, Num 12, pp 1883-1903, issn 0304-4149, 21 p.Article

One-dimensional BSDEs with finite and infinite time horizonsSHENGJUN FAN; LONG JIANG; DEJIAN TIAN et al.Stochastic processes and their applications. 2011, Vol 121, Num 3, pp 427-440, issn 0304-4149, 14 p.Article

A class of BSDE with integrable parametersSHENGJUN FAN; DEQUN LIU.Statistics & probability letters. 2010, Vol 80, Num 23-24, pp 2024-2031, issn 0167-7152, 8 p.Article

Backward SDEs with superquadratic growthDELBAEN, Freddy; YING HU; XIAOBO BAO et al.Probability theory and related fields. 2011, Vol 150, Num 1-2, pp 145-192, issn 0178-8051, 48 p.Article

Finite and infinite time interval BSDEs with non-Lipschitz coefficientsSHENGJUN FAN; LONG JIANG.Statistics & probability letters. 2010, Vol 80, Num 11-12, pp 962-968, issn 0167-7152, 7 p.Article

THE OBSTACLE PROBLEM FOR QUASILINEAR STOCHASTIC PDE'SMATOUSSI, Anis; STOICA, Lucretiu.Annals of probability. 2010, Vol 38, Num 3, pp 1143-1179, issn 0091-1798, 37 p.Article

Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesisHAMADENE, S; HASSANI, M; OUKNINE, Y et al.Bulletin des sciences mathématiques (Paris. 1885). 2010, Vol 134, Num 8, pp 874-899, issn 0007-4497, 26 p.Article

On solutions of a class of infinite horizon FBSDEsJULIANG YIN.Statistics & probability letters. 2008, Vol 78, Num 15, pp 2412-2419, issn 0167-7152, 8 p.Article

A note on g-expectation with comonotonic additivityLONG JIANG.Statistics & probability letters. 2006, Vol 76, Num 17, pp 1895-1903, issn 0167-7152, 9 p.Article

Penalization method for reflected backward stochastic differential equations with one r.c.1.1. barrierLEPELTIER, J.-P; XU, M.Statistics & probability letters. 2005, Vol 75, Num 1, pp 58-66, issn 0167-7152, 9 p.Article

Backward stochastic differential equations with Azéma's martingaleRAINER, C.Stochastics and stochastics reports (Print). 2002, Vol 73, Num 1-2, pp 65-98, issn 1045-1129Article

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