Results 291 to 300 of about 44,590 (312)

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  

Optimal control problem of backward stochastic differential delay equation under partial information

Systems and Control Letters, 2015
Shuang Wu, Guangchen Wang
exaly  

Skew brownian motion and a one dimensional stochastic differential equation

Stochastics, 1988
Martin T Barlow
exaly  

QUANTUM STOCHASTIC DIFFERENTIAL EQUATIONS

2010
openaire   +2 more sources

Mimicking an Itô process by a solution of a stochastic differential equation

Annals of Applied Probability, 2013
Steven E Shreve
exaly  

STOCHASTIC DIFFERENTIAL EQUATIONS DEPENDINGON A PARAMETER

Theory of Probability & Its Applications, 1981
openaire   +2 more sources

Backward stochastic differential equation with local time

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

A stochastic differential equation model for drug dissolution and its parameters

Journal of Controlled Release, 2004
Petr Lansky, Vera Lánská
exaly  

An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach

SIAM Journal on Control and Optimization, 2015
Zhiyong Yu
exaly  

Operators associated with a stochastic differential equation driven by fractional Brownian motions

Stochastic Processes and Their Applications, 2007
Fabrice Baudoin, Laure Coutin
exaly