Add to ORKGIn 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...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
International audienceThis research monograph presents results to researchers in stochastic calculus...
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...
We study a ‘‘new kind’ ’ of backward doubly stochastic differential equations, where the nonlinear n...
This paper, together with the accompanying work (Part II, Stochastic Process. Appl. 93 (2001) 205-22...
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...
We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequalit...
In this paper, we explore a new class of stochastic differential equations called anticipated genera...
This book provides a systematic and accessible approach to stochastic differential equations, backwa...
Abstract. In this paper, we deal with a class of backward stochastic differ-ential equations driven ...
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lip...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
International audienceThis research monograph presents results to researchers in stochastic calculus...
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...
We study a ‘‘new kind’ ’ of backward doubly stochastic differential equations, where the nonlinear n...
This paper, together with the accompanying work (Part II, Stochastic Process. Appl. 93 (2001) 205-22...
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...
We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequalit...
In this paper, we explore a new class of stochastic differential equations called anticipated genera...
This book provides a systematic and accessible approach to stochastic differential equations, backwa...
Abstract. In this paper, we deal with a class of backward stochastic differ-ential equations driven ...
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lip...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
International audienceThis research monograph presents results to researchers in stochastic calculus...