BSDE associated with Lévy processes and application to PDIE.
Bahlali, K., Eddahbi, M., Essaky, E. (2003)
Journal of Applied Mathematics and Stochastic Analysis
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Bahlali, K., Eddahbi, M., Essaky, E. (2003)
Journal of Applied Mathematics and Stochastic Analysis
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Bahlali, K., Mezerdi, B., Ouknine, Y. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Ngobi, Said (2002)
International Journal of Mathematics and Mathematical Sciences
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Luo, S.J., Walsh, B. (2002)
Electronic Journal of Probability [electronic only]
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Briand, Philippe, Carmona, René (2000)
Journal of Applied Mathematics and Stochastic Analysis
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Bahlali, K., Elouaflin, A., N'zi, M. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Bahuguna, D., Dabas, J. (2008)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
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El Otmani, Mohamed (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Wang, Jiajie, Ran, Qikang, Chen, Qihong (2007)
Journal of Applied Mathematics and Stochastic Analysis
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Dorel Barbu, Gheorghe Bocşan (2002)
Czechoslovak Mathematical Journal
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In the present paper, using a Picard type method of approximation, we investigate the global existence of mild solutions for a class of Ito type stochastic differential equations whose coefficients satisfy conditions more general than the Lipschitz and linear growth ones.
Eisenbaum, Nathalie, Walsh, Alexander (2009)
Electronic Communications in Probability [electronic only]
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