✦ LIBER ✦

Perturbed backward stochastic differential equations

✍ Scribed by Svetlana Janković; Miljana Jovanović; Jasmina Djordjević

Book ID: 113796679
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 330 KB
Volume: 55
Category: Article
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2011.11.018

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On backward stochastic differential equa

On backward stochastic differential equations

✍ Kunitha, Hiroshi 📂 Article 📅 1982 🏛 Informa UK (Taylor & Francis) ⚖ 517 KB

Functionally perturbed stochastic differ

Functionally perturbed stochastic differential equations

✍ Miljana Jovanović; Svetlana Janković 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 257 KB

## Abstract This paper is devoted to the large class of stochastic differential equations of the Ito type whose coefficients are functionally perturbed and depend on a small parameter. The solution of a such equation is compared with the solution of the corresponding unperturbed equation, in the (2

Stability of backward stochastic differe

Stability of backward stochastic differential equations

✍ Fabio Antonelli 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 473 KB

Linear Forward—Backward Stochastic Diffe

Linear Forward—Backward Stochastic Differential Equations

✍ Jiongmin Yong 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 262 KB

Backward stochastic differential equatio

Backward stochastic differential equations on manifolds

✍ Fabrice Blache 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 382 KB

Backward Stochastic Differential Equatio

Backward Stochastic Differential Equations in Finance

✍ N. El Karoui; S. Peng; M. C. Quenez 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 632 KB