solutions of BSDEs with stochastic Lipschitz condition.
Wang, Jiajie, Ran, Qikang, Chen, Qihong (2007)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “Multivalued backward stochastic differential equations with time delayed generators”
solutions of BSDEs with stochastic Lipschitz condition.
Backward stochastic differential equations with stochastic monotone coefficients.
Bahlali, K., Elouaflin, A., N'zi, M. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Backward doubly stochastic differential equations with infinite time horizon
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.
Discretizing a backward stochastic differential equation.
Zhang, Yinnan, Zheng, Weian (2002)
International Journal of Mathematics and Mathematical Sciences
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Optimal control with partial information for stochastic Volterra equations.
Øksendal, Bernt, Zhang, Tusheng (2010)
International Journal of Stochastic Analysis
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Local and global existence for mild solutions of stochastic differential equations.
Barbu, D. (1998)
Portugaliae Mathematica
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An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps.
Hoepfner, Reinhard (2009)
Electronic Communications in Probability [electronic only]
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Reflected backward stochastic differential equation with jumps and random obstacle.
Hamadéne, S., Ouknine, Y. (2003)
Electronic Journal of Probability [electronic only]
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Classical and variational differentiability of BSDEs with quadratic growth.
Ankirchner, Stefan, Imkeller, Peter, Dos Reis, Gonçalo J.N. (2007)
Electronic Journal of Probability [electronic only]
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Integral equations with contrasting kernels.
Burton, T.A. (2008)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
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On positive solutions of a class of second order nonlinear differential equations on the halfline
Svatoslav Staněk (1995)
Annales Polonici Mathematici
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The differential equation of the form , a ∈ (0,∞), is considered and solutions u with u(0) = 0 and (u(t))² + (u’(t))² > 0 on (0,∞) are studied. Theorems about existence, uniqueness, boundedness and dependence of solutions on a parameter are given.