Add to ORKGWe prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.2000 AMS Mathematics Subject Classification: Primary: 60F05, 60H15; Secondary: 60J30We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.2000 AMS Mathematics Subject Classification: Primary: 60F05, 60H15; Secondary: 60J3
This paper aims at solving multidimensional backward stochastic differential equations (BSDEs) under...
AbstractIn this paper, a new class of backward doubly stochastic differential equations driven by Te...
In this paper, we explore a new class of stochastic differential equations called anticipated genera...
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lip...
The work presented in this paper focuses on a type of differential equations called anticipated back...
We study backward doubly stochastic differential equations where the coefficients satisfy stochastic...
We study backward doubly stochastic differential equations where the coefficients satisfy stochastic...
This paper deals with a class of backward stochastic differential equations (BSDEs in short). Under ...
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...
AbstractIn this paper we shall establish a new theorem on the existence and uniqueness of the adapte...
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...
We study the solution of one-dimensional generalized backward stochastic differential equation drive...
This paper aims at solving multidimensional backward stochastic differential equations (BSDEs) under...
AbstractIn this paper, a new class of backward doubly stochastic differential equations driven by Te...
In this paper, we explore a new class of stochastic differential equations called anticipated genera...
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lip...
The work presented in this paper focuses on a type of differential equations called anticipated back...
We study backward doubly stochastic differential equations where the coefficients satisfy stochastic...
We study backward doubly stochastic differential equations where the coefficients satisfy stochastic...
This paper deals with a class of backward stochastic differential equations (BSDEs in short). Under ...
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...
AbstractIn this paper we shall establish a new theorem on the existence and uniqueness of the adapte...
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...
We study the solution of one-dimensional generalized backward stochastic differential equation drive...
This paper aims at solving multidimensional backward stochastic differential equations (BSDEs) under...
AbstractIn this paper, a new class of backward doubly stochastic differential equations driven by Te...
In this paper, we explore a new class of stochastic differential equations called anticipated genera...