International audienceIn this paper we obtain a Wong-Zakai approximation to solutions of backward doubly stochastic differential equations
We study backward doubly stochastic differential equations where the coefficients satisfy stochastic...
Abstract. We consider a BSDE (backward stochastic differential equation) { −dY (t) = f(B(·), t, Y (...
Abstract In this paper, we study the Carathéodory approximate solution for a class of doubly perturb...
An approximation theorem of stochastic differential equations driven by semimartingales is proved, b...
AbstractAn approximation theorem of stochastic differential equations driven by semimartingales is p...
In this study, Wong-Zakai approximation method has been applied for the analysis of stochastic diffe...
In this paper, Wong-Zakai approximation methods are presented for some stochastic differential equat...
AbstractA solution to a stochastic partial differential equation (in the Stratonovitch form) is an a...
summary:We give a sufficient condition on the coefficients of a class of infinite horizon backward d...
We show a simple method to discretize Pardoux-Peng’s nonlinear backward stochastic differential equa...
We show a simple method to discretize Pardoux-Peng's nonlinear backward stochastic differential equa...
In this paper, we present a class of stochastic differential equations with terminal condition, call...
International audienceWe give a new approximation with respect of the traditional parametrix method ...
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
In this paper, a new class of generalized backward doubly stochastic differential equations is inves...
We study backward doubly stochastic differential equations where the coefficients satisfy stochastic...
Abstract. We consider a BSDE (backward stochastic differential equation) { −dY (t) = f(B(·), t, Y (...
Abstract In this paper, we study the Carathéodory approximate solution for a class of doubly perturb...
An approximation theorem of stochastic differential equations driven by semimartingales is proved, b...
AbstractAn approximation theorem of stochastic differential equations driven by semimartingales is p...
In this study, Wong-Zakai approximation method has been applied for the analysis of stochastic diffe...
In this paper, Wong-Zakai approximation methods are presented for some stochastic differential equat...
AbstractA solution to a stochastic partial differential equation (in the Stratonovitch form) is an a...
summary:We give a sufficient condition on the coefficients of a class of infinite horizon backward d...
We show a simple method to discretize Pardoux-Peng’s nonlinear backward stochastic differential equa...
We show a simple method to discretize Pardoux-Peng's nonlinear backward stochastic differential equa...
In this paper, we present a class of stochastic differential equations with terminal condition, call...
International audienceWe give a new approximation with respect of the traditional parametrix method ...
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
In this paper, a new class of generalized backward doubly stochastic differential equations is inves...
We study backward doubly stochastic differential equations where the coefficients satisfy stochastic...
Abstract. We consider a BSDE (backward stochastic differential equation) { −dY (t) = f(B(·), t, Y (...
Abstract In this paper, we study the Carathéodory approximate solution for a class of doubly perturb...
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