Results 291 to 300 of about 5,613 (301)

Anticipated backward stochastic differential equations with non-Lipschitz coefficients

Statistics and Probability Letters, 2012
Wenyuan Wang
exaly  

Backward Stochastic Differential Equations

2011
openaire   +1 more source

A regression-based Monte Carlo method to solve backward stochastic differential equations

Annals of Applied Probability, 2005
Emmanuel Gobet, Xavier Warin
exaly  

Infinite horizon forward–backward stochastic differential equations

Stochastic Processes and Their Applications, 2000
Shige Peng, Yufeng Shi
exaly  

Backward Stochastic Differential Equations

2017
openaire   +1 more source

Backward doubly stochastic differential equations with weak assumptions on the coefficients

Applied Mathematics and Computation, 2011
Qian Lin
exaly  

Linear-Quadratic Control of Backward Stochastic Differential Equations

SIAM Journal on Control and Optimization, 2001
Andrew E B Lim, Xun Yu Zhou
exaly  

Backward stochastic differential equations with jumps and related non-linear expectations

Stochastic Processes and Their Applications, 2006
exaly  

Backward stochastic differential equations with singular terminal condition

Stochastic Processes and Their Applications, 2006
exaly  

Backward Stochastic Differential Equations

2010
openaire   +1 more source