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Generalized BSDEs driven by fractional Brownian motion
Publisher: Elsevier Science
Year: 2013
Strong uniqueness for an SPDE via backward doubly stochastic differential equations
Publisher: Elsevier Science
Year: 2013
The Cauchy sequence for one dimensional BSDEs with linear growth generators
Publisher: Elsevier Science
Year: 2013
Anticipated backward stochastic differential equations on Markov chains
Publisher: Elsevier Science
Year: 2013
solutions to backward stochastic differential equations with discontinuous generators
Publisher: Elsevier Science
Year: 2013
A representation theorem for generators of BSDEs with finite or infinite time intervals and linear growth generators
Publisher: Elsevier Science
Year: 2013
Harnack inequality for mean field stochastic differential equations
Publisher: Elsevier Science
Year: 2013
Value in mixed strategies for zero sum stochastic differential games without Isaacs condition
Publisher: The Institute of Mathematical Statistics
Year: 2014
Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
Publisher: IEEE
Year: 2014
[Copyright notice]
Publisher: IEEE
Year: 2014