Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations
Svetlana Janković, Miljana Jovanović (2000)
Publications de l'Institut Mathématique
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Svetlana Janković, Miljana Jovanović (2000)
Publications de l'Institut Mathématique
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Zhang, Yinnan, Zheng, Weian (2002)
International Journal of Mathematics and Mathematical Sciences
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Bahlali, K., Elouaflin, A., N'zi, M. (2004)
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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Hoepfner, Reinhard (2009)
Electronic Communications in Probability [electronic only]
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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.
Ankirchner, Stefan, Imkeller, Peter, Dos Reis, Gonçalo J.N. (2007)
Electronic Journal of Probability [electronic only]
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Bakarime Diomande, Lucian Maticiuc (2014)
Open Mathematics
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Our aim is to study the following new type of multivalued backward stochastic differential equation: where ∂φ is the subdifferential of a convex function and (Y t, Z t):= (Y(t + θ), Z(t + θ))θ∈[−T,0] represent the past values of the solution over the interval [0, t]. Our results are based on the existence theorem from Delong Imkeller, Ann. Appl. Probab., 2010, concerning backward stochastic differential equations with time delayed generators.
Bahlali, K., Eddahbi, M., Essaky, E. (2003)
Journal of Applied Mathematics and Stochastic Analysis
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Sonoc, C. (1998)
Portugaliae Mathematica
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Hamadéne, S., Ouknine, Y. (2003)
Electronic Journal of Probability [electronic only]
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