Sandrine Toldo (2007)
ESAIM: Probability and Statistics
Similarity:
This paper is a corrigendum to paper Toldo, (2006) 141–163 where we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time.
El Otmani, Mohamed (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Briand, Philippe, Delyon, Bernard, Mémin, Jean (2001)
Electronic Communications in Probability [electronic only]
Similarity:
Bahlali, K., Eddahbi, M., Essaky, E. (2003)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Briand, Philippe, Carmona, René (2000)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Ngobi, Said (2002)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Eisenbaum, Nathalie, Walsh, Alexander (2009)
Electronic Communications in Probability [electronic only]
Similarity:
Viet Chi Tran (2008)
ESAIM: Probability and Statistics
Similarity:
We study a continuous-time discrete population structured by a vector of ages. Individuals reproduce asexually, age and die. The death rate takes interactions into account. Adapting the approach of Fournier and Méléard, we show that in a large population limit, the microscopic process converges to the measure-valued solution of an equation that generalizes the McKendrick-Von Foerster and Gurtin-McCamy PDEs in demography. The large deviations associated with this convergence are studied....
Evans, Steven N., Perkins, Edwin A. (1998)
Electronic Journal of Probability [electronic only]
Similarity: