Some limit theorems connected with Brownian local time.
Ghomrasni, Raouf (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Ghomrasni, Raouf (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Hoepfner, Reinhard (2009)
Electronic Communications in Probability [electronic only]
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Sonoc, C. (1998)
Portugaliae Mathematica
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Bo Zhu, Baoyan Han (2012)
Applications of Mathematics
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We give a sufficient condition on the coefficients of a class of infinite horizon backward doubly stochastic differential equations (BDSDES), under which the infinite horizon BDSDES have a unique solution for any given square integrable terminal values. We also show continuous dependence theorem and convergence theorem for this kind of equations.
Daniel W. Stroock, Marc Yor (1981)
Séminaire de probabilités de Strasbourg
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Jean-Jacques Alibert, Khaled Bahlali (2001)
Séminaire de probabilités de Strasbourg
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Barbu, D. (1998)
Portugaliae Mathematica
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Denis, Laurent, Matoussi, Anis, Stoica, Lucretiu (2009)
Electronic Journal of Probability [electronic only]
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John B. Walsh (1993)
Séminaire de probabilités de Strasbourg
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