Prevalence of backward stochastic differential equations with unique solution.
Bahlali, K., Mezerdi, B., Ouknine, Y. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “An optimal Itô formula for Lévy processes.”
Prevalence of backward stochastic differential equations with unique solution.
A generalization of the Itô formula.
Ngobi, Said (2002)
International Journal of Mathematics and Mathematical Sciences
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On the parabolic generator of a general one-dimensional Lev́y process.
Eisenbaum, Nathalie, Kyprianou, Andreas (2008)
Electronic Communications in Probability [electronic only]
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Generalized BSDE driven by a Lévy process.
El Otmani, Mohamed (2006)
Journal of Applied Mathematics and Stochastic Analysis
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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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On Ito's formula of Föllmer and Protter
Nathalie Eisenbaum (2001)
Séminaire de probabilités de Strasbourg
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A maximal inequality of non-negative submartingale.
Kim, Young-Ho (1999)
Journal of Inequalities and Applications [electronic only]
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On Kurzweil-Henstock equiintegrable sequences
Štefan Schwabik, Ivo Vrkoč (1996)
Mathematica Bohemica
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For the Kurzweil-Henstock integral the equiintegrability of a pointwise convergent sequence of integrable functions implies the integrability of the limit function and the relation m abfm(s)s = abm fm(s)s. Conditions for the equiintegrability of a sequence of functions pointwise convergent to an integrable function are presented. These conditions are given in terms of convergence of some sequences of integrals.
On local smooth solutions for the Vlasov equation with the potential of interactions .
Zhidkov, Peter (2004)
International Journal of Mathematics and Mathematical Sciences
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