Add to ORKGIn this paper we are concerned with existence and uniqueness of the solution of Backward Stochastic Differential Equations (BSDEs). First, we give some a priori estimates of the spread between the solutions of two BSDEs from which we deduce the results of existence and uniqueness.
AbstractWe prove a result on the preservation of the pathwise uniqueness property for the adapted so...
Abstract. We consider a BSDE (backward stochastic differential equation) { −dY (t) = f(B(·), t, Y (...
This paper is devoted to solving one-dimensional backward stochastic differential equations (BSDEs),...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
In this paper, we present a class of stochastic differential equations with terminal condition, call...
In this paper, we present a class of stochastic differential equations with terminal condition, call...
In this paper, we present a class of stochastic differential equations with terminal condition, call...
The existence and uniqueness for a new type of backward stochastic differential equation when the ge...
In this note we discuss one-dimensional backward stochastic differential equations (BSDEs) with coef...
We present a theory of backward stochastic differential equations in continuous time with an arbitra...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
In this paper, we establish an existence and uniqueness result for solutions to one-dimensional back...
We present a theory of backward stochastic differential equations in continuous time with an arbitra...
International audienceIn this paper we prove some uniqueness results for quadratic backward stochast...
International audienceIn this paper we prove some uniqueness results for quadratic backward stochast...
AbstractWe prove a result on the preservation of the pathwise uniqueness property for the adapted so...
Abstract. We consider a BSDE (backward stochastic differential equation) { −dY (t) = f(B(·), t, Y (...
This paper is devoted to solving one-dimensional backward stochastic differential equations (BSDEs),...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
In this paper, we present a class of stochastic differential equations with terminal condition, call...
In this paper, we present a class of stochastic differential equations with terminal condition, call...
In this paper, we present a class of stochastic differential equations with terminal condition, call...
The existence and uniqueness for a new type of backward stochastic differential equation when the ge...
In this note we discuss one-dimensional backward stochastic differential equations (BSDEs) with coef...
We present a theory of backward stochastic differential equations in continuous time with an arbitra...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
In this paper, we establish an existence and uniqueness result for solutions to one-dimensional back...
We present a theory of backward stochastic differential equations in continuous time with an arbitra...
International audienceIn this paper we prove some uniqueness results for quadratic backward stochast...
International audienceIn this paper we prove some uniqueness results for quadratic backward stochast...
AbstractWe prove a result on the preservation of the pathwise uniqueness property for the adapted so...
Abstract. We consider a BSDE (backward stochastic differential equation) { −dY (t) = f(B(·), t, Y (...
This paper is devoted to solving one-dimensional backward stochastic differential equations (BSDEs),...