AbstractPardoux and Peng (Systems Control Lett. 14 (1990) 55) introduced a class of nonlinear backward stochastic differential equations (BSDEs). According to Pardoux and Peng's theorem, the solution of this type of BSDE consists of a pair of adapted processes, say (y,z). Since then, many researchers have been exploring the properties of this pair solution (y,z), especially the properties of the first part y. In this paper, we shall explore the properties of the second part z. A comonotonic theorem with respect to z is obtained. As an application of this theorem, we prove an integral representation theorem of the solution of BSDEs
AbstractIn this paper, we study a class of multi-dimensional backward stochastic differential equati...
Backward stochastic differential equations (BSDEs) belong nowadays to the most frequently studied eq...
AbstractIn this paper we study the homeomorphic properties of the solutions to one dimensional backw...
AbstractPardoux and Peng (Systems Control Lett. 14 (1990) 55) introduced a class of nonlinear backwa...
AbstractThis paper deals with a class of backward stochastic differential equations with Poisson jum...
In this paper, after recalling the definition of generalized anticipated backward stochastic differe...
This paper deals with a class of backward stochastic differential equations with Poisson jumps and w...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
AbstractWe prove the existence of the unique solution of a general backward stochastic differential ...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
AbstractIn this paper, we are concerned with the problem of existence of solutions for generalized r...
AbstractIn this paper, we prove the existence and uniqueness of the solution for a class of backward...
AbstractBackward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The exis...
AbstractThe converse comparison theorem has received much attention in the theory of backward stocha...
International audienceThis article deals with the numerical resolution of Markovian backward stochas...
AbstractIn this paper, we study a class of multi-dimensional backward stochastic differential equati...
Backward stochastic differential equations (BSDEs) belong nowadays to the most frequently studied eq...
AbstractIn this paper we study the homeomorphic properties of the solutions to one dimensional backw...
AbstractPardoux and Peng (Systems Control Lett. 14 (1990) 55) introduced a class of nonlinear backwa...
AbstractThis paper deals with a class of backward stochastic differential equations with Poisson jum...
In this paper, after recalling the definition of generalized anticipated backward stochastic differe...
This paper deals with a class of backward stochastic differential equations with Poisson jumps and w...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
AbstractWe prove the existence of the unique solution of a general backward stochastic differential ...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
AbstractIn this paper, we are concerned with the problem of existence of solutions for generalized r...
AbstractIn this paper, we prove the existence and uniqueness of the solution for a class of backward...
AbstractBackward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The exis...
AbstractThe converse comparison theorem has received much attention in the theory of backward stocha...
International audienceThis article deals with the numerical resolution of Markovian backward stochas...
AbstractIn this paper, we study a class of multi-dimensional backward stochastic differential equati...
Backward stochastic differential equations (BSDEs) belong nowadays to the most frequently studied eq...
AbstractIn this paper we study the homeomorphic properties of the solutions to one dimensional backw...