✦ LIBER ✦

A representation of solution of stochastic differential equations

✍ Scribed by Yoon Tae Kim; Jong Woo Jeon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic representation for solutions

✍ Rainer Buckdahn; Ying Hu; Juan Li 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 392 KB

Numerical solution of linear stochastic

✍ C. Török 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 523 KB

Solution of forward-backward stochastic

✍ Y. Hu; S. Peng 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 423 KB

Markov solutions of stochastic different

✍ Philip Protter 📂 Article 📅 1977 🏛 Springer 🌐 English ⚖ 921 KB

On an explicit representation of the sol

✍ Mathieu Galtier; Jonathan Touboul 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 358 KB

Adapted solution of a backward stochasti

✍ E. Pardoux; S.G. Peng 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 302 KB