Itô-Skorohod stochastic equations and applications to finance.
Tudor, Ciprian A. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “Quantitative results for perturbed stochastic differential equations.”
Itô-Skorohod stochastic equations and applications to finance.
On the pathwise uniqueness of solutions of stochastic differential equations.
Sonoc, C. (1998)
Portugaliae Mathematica
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Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations
Svetlana Janković, Miljana Jovanović (2000)
Publications de l'Institut Mathématique
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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.
Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
Dorel Barbu, Gheorghe Bocşan (2002)
Czechoslovak Mathematical Journal
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In the present paper, using a Picard type method of approximation, we investigate the global existence of mild solutions for a class of Ito type stochastic differential equations whose coefficients satisfy conditions more general than the Lipschitz and linear growth ones.
Introduction to the Theory of the It-type Stochastic Integrals and Stochastic Differential Equations
Svetlana Janković (1998)
Zbornik Radova
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Existence and stability of solutions for nonautonomous stochastic functional evolution equations.
Fu, Xianlong (2009)
Journal of Inequalities and Applications [electronic only]
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Volterra equations with fractional stochastic integrals.
El-Borai, Mahmoud M., El-Nadi, Khairia El-Said, Mostafa, Osama L., Ahmed, Hamdy M. (2004)
Mathematical Problems in Engineering
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