Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator.
Hamadène, S., Hdhiri, I. (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “Delegated dynamic portfolio management under mean-variance preferences.”
Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator.
On the stability of solutions of certain systems of differential equations with piecewise constant argument
Said R. Grace, Mustafa R. S. Kulenović, Hamdy El-Metwally (2002)
Czechoslovak Mathematical Journal
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We obtain some sufficient conditions for the existence of the solutions and the asymptotic behavior of both linear and nonlinear system of differential equations with continuous coefficients and piecewise constant argument.
A note on the integral inequalities with two dependent limits.
Ashyralyev, Allaberen, Misirli, Emine, Mogol, Ozlem (2010)
Journal of Inequalities and Applications [electronic only]
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Singular Cauchy initial value problem for certain classes of integro-differential equations.
Šmarda, Zdeněk (2010)
Advances in Difference Equations [electronic only]
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Lyapunov exponents for the one-dimensional parabolic Anderson model with drift.
Drewitz, Alexander (2008)
Electronic Journal of Probability [electronic only]
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Intermittency on catalysts: symmetric exclusion.
Gärtner, Jürgen, den Hollander, Frank, Maillard, Gregory (2007)
Electronic Journal of Probability [electronic only]
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Oscillations of linear integro-differential equations
Rudolf Olach, Helena Šamajová (2005)
Open Mathematics
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Sufficient conditions which guarantee that certain linear integro-differential equation cannot have a positive solution are established.
Applications of one- and two-dimensional Volterra inequalities in differential equations of the hyperbolic type.
Ha̧cia, Lechosław (2003)
International Journal of Mathematics and Mathematical Sciences
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Asymptotic behaviour of solutions to some differential equations with an unbounded delay.
Čermák, Jan (2000)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
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