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RISCoupling of Wiener processes by using copulas
Publisher: Elsevier Science
Year: 2013
Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition
Publisher: Elsevier Science
Year: 2013
Generalized BSDEs driven by fractional Brownian motion
Publisher: Elsevier Science
Year: 2013
Harnack inequality for mean field stochastic differential equations
Publisher: Elsevier Science
Year: 2013
Strong uniqueness for an SPDE via backward doubly stochastic differential equations
Publisher: Elsevier Science
Year: 2013
Absolute continuity of the laws of a multi dimensional stochastic differential equation with coefficients dependent on the maximum
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
A recursive pricing formula for a path dependent option under the constant elasticity of variance diffusion
Publisher: Elsevier Science
Year: 2014
Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition
Publisher: Elsevier Science
Year: 2014