Results 171 to 180 of about 932 (203)

Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space. [PDF]

Entropy (Basel)
Kannari M, Naito R, Yamada T.
europepmc   +1 more source

Well-posedness of stochastic Volterra equations with non-Lipschitz coefficients

, 2023
openaire   +1 more source

Multidimensional Backward Stochastic Differential Equations with Left-Lipschitz Coefficients

Multidimensional Backward Stochastic Differential Equations with Left-Lipschitz Coefficients
openaire  

Some of the next articles are maybe not open access.

Related searches:

A framework of BSDEs with stochastic Lipschitz coefficients

ESAIM: Probability and Statistics, 2020
In this paper, we suggest an effective technique based on random time-change for dealing with a large class of backward stochastic differential equations (BSDEs for short) with stochastic Lipschitz coefficients. By means of random time-change, we show the relation between the BSDEs with stochastic Lipschitz coefficients and the ones with bounded ...
O, Hun, Kim, Mun-Chol, Pak, Chol-Kyu
openaire   +1 more source

Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients

SIAM Journal on Numerical Analysis, 2005
The paper investigates correct ways of discretization for stochastic differential equations (SDEs) with coefficients that are not bounded, and are only locally but not globally Lipschitz, on a fixed finite time horizon. A class of SDEs is considered with a Lyapunov function, which guarantees non-explosion.
G. N. Milstein, Michael V. Tretyakov
openaire   +2 more sources

Fractional anticipated BSDEs with stochastic Lipschitz coefficients

Random Operators and Stochastic Equations, 2018
Abstract In this paper, we deal with an anticipated backward stochastic differential equation driven by a fractional Brownian motion with Hurst parameter H ∈
Sow, Ahmadou Bamba, Diouf, Bassirou Kor
openaire   +2 more sources

Stochastic Integral Evolution Equations with Locally Monotone and Non-Lipschitz Coefficients

Frontiers of Mathematics, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Huang, Xiaomin, Hong, Wei, Liu, Wei
openaire   +1 more source

Limit Theorems for Stochastic Variational Inequalities with Non-Lipschitz Coefficients

Potential Analysis, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ren, Jiagang, Shi, Qun, Wu, Jing
openaire   +2 more sources

Backward Doubly Stochastic Differential Equations with Stochastic Non-Lipschitz Coefficients

Acta Mathematicae Applicatae Sinica, English Series
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xu, Si-yan, Zhang, Yi-dong
openaire   +1 more source

Anticipated backward stochastic differential equations with non-Lipschitz coefficients

Journal of Mathematical Chemistry, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhou, Huihui, Han, Yun, Feng, Zhiguo, Yuan, Rui   +3 more
openaire   +1 more source