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Large deviation principle of stochastic differential equations with non-Lipschitzian coefficients

โœ Scribed by Lan, Guangqiang


Book ID
121609048
Publisher
Higher Education Press and Springer
Year
2013
Tongue
English
Weight
166 KB
Volume
8
Category
Article
ISSN
1673-3452

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On solutions of backward stochastic diff
โœ Rong Situ ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 141 KB

Existence and uniqueness is established for solutions to backward stochastic di erential equations with jumps and non-Lipschitzian coe cients in Hilbert space. The results are used to solve some special types of optimal stochastic control problems with respect to certain BSDEs with jumps in Hilbert