BSDEs with polynomial growth generators.
Briand, Philippe, Carmona, René (2000)
Journal of Applied Mathematics and Stochastic Analysis
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Briand, Philippe, Carmona, René (2000)
Journal of Applied Mathematics and Stochastic Analysis
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Ma, Ya, Yan, Baoqiang (2009)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
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Bahlali, K., Elouaflin, A., N'zi, M. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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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.
Lefter, Adriana-Ioana (2007)
Abstract and Applied Analysis
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Kusano, Takaŝi, Tanigawa, Tomoyuki (2000)
Journal of Inequalities and Applications [electronic only]
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Akinyele, Olusola (1984)
International Journal of Mathematics and Mathematical Sciences
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Hoepfner, Reinhard (2009)
Electronic Communications in Probability [electronic only]
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Park, Jong Yeoul, Park, Sun Hye (2007)
Journal of Inequalities and Applications [electronic only]
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Fan, Shengjun, Song, Xing, Ma, Ming (2009)
International Journal of Mathematics and Mathematical Sciences
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