Results 251 to 260 of about 3,515 (265)

Backward stochastic differential equation with local time

Stochastic and Stochastics Reports, 1999
S Hamadène, Youssef Ouknine
exaly  

Backward Stochastic Differential Equations

2017
openaire   +2 more sources

Anticipated backward stochastic differential equations

Annals of Probability, 2009
Shige Peng
exaly  

Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information

European Journal of Control, 2017
Heping Ma, Bin Liu
exaly  

Backward stochastic differential equations

2016
openaire   +1 more source

Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps

Stochastic Analysis and Applications, 2005
Youssef Ouknine
exaly  

Backward Stochastic Differential Equations

2011
openaire   +1 more source

Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle

Electronic Journal of Probability, 2003
Said Hamadène, Youssef Ouknine
exaly  

Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients

Stochastic Processes and Their Applications, 1995
Xuerong Mao
exaly  

Viability property for a backward stochastic differential equation and applications to partial differential equations

Probability Theory and Related Fields, 2000
Rainer Buckdahn, Marc Quincampoix, Aurel Raşcanu   +2 more
exaly