✦ LIBER ✦

Continuous dependence properties on solutions of backward stochastic differential equation

✍ Scribed by Fan Sheng-Jun; Wu Zhu-Wu; Zhu Kai-Yong

Publisher: Springer-Verlag
Year: 2007
Tongue: English
Weight: 199 KB
Volume: 24
Category: Article
ISSN: 1598-5865
DOI: 10.1007/bf02832331

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Reflected solutions of backward stochast

Reflected solutions of backward stochastic differential equations with continuous coefficient

✍ Anis Matoussi 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 265 KB

Solution of forward-backward stochastic

Solution of forward-backward stochastic differential equations

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

Finding adapted solutions of forward–bac

Finding adapted solutions of forward–backward stochastic differential equations: method of continuation

✍ Jiongmin Yong 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 334 KB

Comparison theorem for solutions of back

Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient

✍ Jicheng Liu; Jiagang Ren 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 106 KB

Comparison theorems for solutions of one-dimensional backward stochastic di erential equations were established by Peng and Cao-Yan, where the coe cients were, respectively, required to be Lipschitz and Dini continuous. In this work, we generalize the comparison theorem to the case where the coe cie

Adapted solution of a backward stochasti

Adapted solution of a backward stochastic differential equation

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

Path regularity for solutions of backwar

Path regularity for solutions of backward stochastic differential equations

✍ Jin Ma; J. Zhang 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 237 KB