✦ LIBER ✦

Infinite time interval RBSDEs with non-Lipschitz coefficients

✍ Scribed by Hua, Weiwei; Jiang, Long; Shi, Xuejun

Book ID: 123201552
Publisher: Elsevier
Year: 2013
Tongue: English
Weight: 244 KB
Volume: 42
Category: Article
ISSN: 1226-3192
DOI: 10.1016/j.jkss.2012.08.005

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Finite and infinite time interval BSDEs

Finite and infinite time interval BSDEs with non-Lipschitz coefficients

✍ ShengJun Fan; Long Jiang 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 338 KB

Continuous-Time Stochastic Averaging on

Continuous-Time Stochastic Averaging on the Infinite Interval for Locally Lipschitz Systems

✍ Liu, Shu-Jun; Krstic, Miroslav 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 553 KB

Multivalued stochastic differential equa

Multivalued stochastic differential equations with non-Lipschitz coefficients

✍ Siyan Xu 📂 Article 📅 2009 🏛 Coastal and Estuarine Research Federation 🌐 English ⚖ 142 KB

Stochastic flows for SDEs with non-Lipsc

Stochastic flows for SDEs with non-Lipschitz coefficients

✍ Jiagang Ren; Xicheng Zhang 📂 Article 📅 2003 🏛 Elsevier Science 🌐 French ⚖ 130 KB

We prove the bicontinuity and homeomorphic property of solutions of stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients.

A numerical scheme to solve nonlinear bs

A numerical scheme to solve nonlinear bsdes with lipschitz and non-lipschitz coefficients

✍ Omid S. Fard; Ali V. Kamyad 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 222 KB

On Schrödinger type evolution equations

On Schrödinger type evolution equations with non-Lipschitz coefficients

✍ Massimo Cicognani; Michael Reissig 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 280 KB