AbstractWe prove a result on the preservation of the pathwise uniqueness property for the adapted solution to backward stochastic differential equation under perturbations
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...
In this paper we are concerned with existence and uniqueness of the solution of Backward Stochastic ...
AbstractIn this paper we shall establish a new theorem on the existence and uniqueness of the adapte...
In this paper we shall establish a new theorem on the existence and uniqueness of the adapted soluti...
In this paper we shall establish a new theorem on the existence and uniqueness of the adapted soluti...
equations (BSDEs) with bounded and continuous coefficient have the properties of exis-tence and uniq...
The theory of stochastic differential equations (SDE) describes the world using differential equatio...
In this note we discuss one-dimensional backward stochastic differential equations (BSDEs) with coef...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
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...
We propose a new method viz., using stochastic partial differential equations to study the pathwise ...
AbstractA general theorem which obtains pathwise uniqueness for solutions of systems of Ito stochast...
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...
In this paper we are concerned with existence and uniqueness of the solution of Backward Stochastic ...
AbstractIn this paper we shall establish a new theorem on the existence and uniqueness of the adapte...
In this paper we shall establish a new theorem on the existence and uniqueness of the adapted soluti...
In this paper we shall establish a new theorem on the existence and uniqueness of the adapted soluti...
equations (BSDEs) with bounded and continuous coefficient have the properties of exis-tence and uniq...
The theory of stochastic differential equations (SDE) describes the world using differential equatio...
In this note we discuss one-dimensional backward stochastic differential equations (BSDEs) with coef...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
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...
We propose a new method viz., using stochastic partial differential equations to study the pathwise ...
AbstractA general theorem which obtains pathwise uniqueness for solutions of systems of Ito stochast...
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...
DOI
Add to ORKG