✦ LIBER ✦

Path regularity for solutions of backward stochastic differential equations

✍ Scribed by Jin Ma; J. Zhang

Publisher: Springer
Year: 2002
Tongue: English
Weight: 237 KB
Volume: 122
Category: Article
ISSN: 1432-2064
DOI: 10.1007/s004400100144

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Solution of forward-backward stochastic

Solution of forward-backward stochastic differential equations

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

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

Solutions to general forward-backward do

Solutions to general forward-backward doubly stochastic differential equations

✍ Qing-feng Zhu; Yu-feng Shi; Xian-jun Gong 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 206 KB

On solutions to backward stochastic part

On solutions to backward stochastic partial differential equations for Lévy processes

✍ Qing Zhou; Yong Ren; Weixing Wu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 261 KB

In this paper, we prove the existence and uniqueness of the solution for a class of backward stochastic partial differential equations (BSPDEs, for short) driven by the Teugels martingales associated with a Lévy process satisfying some moment conditions and by an independent Brownian motion. An exam

Reflected solutions of backward stochast

Reflected solutions of backward stochastic differential equations with continuous coefficient

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

Jensen’s Inequality for Backward Stochas

Jensen’s Inequality for Backward Stochastic Differential Equations*

✍ Long Jiang 📂 Article 📅 2006 🏛 Coastal and Estuarine Research Federation 🌐 English ⚖ 158 KB