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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

ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONSSHIGE PENG; ZHE YANG.Annals of probability. 2009, Vol 37, Num 3, pp 877-902, issn 0091-1798, 26 p.Article

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

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

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

New representations of explicit one-step numerical methods for jump-diffusion stochastic differential equationsKUZNETSOV, D. F.Computational mathematics and mathematical physics. 2001, Vol 41, Num 6, pp 874-888, issn 0965-5425Article

Estimating the parameters of stochastic differential equations using a criterion function based on the Kolmogorov-Smirnov statisticMCDONALD, A. D; SANDAL, L. K.Journal of statistical computation and simulation (Print). 1999, Vol 64, Num 3, pp 235-250, issn 0094-9655Article

A recursive integration method for approximate solution of stochastic differential equationsABUKHALED, M. I; ALLEN, E. J.International journal of computer mathematics. 1998, Vol 66, Num 1-2, pp 53-66, issn 0020-7160Article

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

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

BSDEs with two reflecting barriers: the general resultHAMADENE, S; HASSANI, M.Probability theory and related fields. 2005, Vol 132, Num 2, pp 237-264, issn 0178-8051, 28 p.Article

Converse comparison theorems for backward stochastic differential equationsLONG JIANG.Statistics & probability letters. 2005, Vol 71, Num 2, pp 173-183, issn 0167-7152, 11 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

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