In this paper, a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for viscosity solutions of semi-linear stochastic partial differential equations with a Neumann boundary condition is given
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lip...
Abstract. In this paper, we deal with a class of backward stochastic differ-ential equations driven ...
AbstractIn this paper we prove the existence and uniqueness, as well as the regularity, of the adapt...
In this paper, a new class of generalized backward doubly stochastic differential equations is inves...
AbstractIn this note, nonlinear stochastic partial differential equations (SPDEs) with continuous co...
the occasion of their 65th birthdays Abstract. In this paper we explain the notion of stochastic bac...
This paper, together with the accompanying work (Part II, Stochastic Process. Appl. 93 (2001) 205-22...
We study a ‘‘new kind’ ’ of backward doubly stochastic differential equations, where the nonlinear n...
AbstractIn this paper, a new class of backward doubly stochastic differential equations driven by Te...
The main purpose of this paper is to study the existence of stationary solution for stochastic parti...
We are interested in stochastic control problems coming from mathematical finance and, in particular...
In this paper, we explore a new class of stochastic differential equations called anticipated genera...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequalit...
This book provides a systematic and accessible approach to stochastic differential equations, backwa...
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lip...
Abstract. In this paper, we deal with a class of backward stochastic differ-ential equations driven ...
AbstractIn this paper we prove the existence and uniqueness, as well as the regularity, of the adapt...
In this paper, a new class of generalized backward doubly stochastic differential equations is inves...
AbstractIn this note, nonlinear stochastic partial differential equations (SPDEs) with continuous co...
the occasion of their 65th birthdays Abstract. In this paper we explain the notion of stochastic bac...
This paper, together with the accompanying work (Part II, Stochastic Process. Appl. 93 (2001) 205-22...
We study a ‘‘new kind’ ’ of backward doubly stochastic differential equations, where the nonlinear n...
AbstractIn this paper, a new class of backward doubly stochastic differential equations driven by Te...
The main purpose of this paper is to study the existence of stationary solution for stochastic parti...
We are interested in stochastic control problems coming from mathematical finance and, in particular...
In this paper, we explore a new class of stochastic differential equations called anticipated genera...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequalit...
This book provides a systematic and accessible approach to stochastic differential equations, backwa...
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lip...
Abstract. In this paper, we deal with a class of backward stochastic differ-ential equations driven ...
AbstractIn this paper we prove the existence and uniqueness, as well as the regularity, of the adapt...
Add to ORKG