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 “On the pathwise uniqueness of solutions of stochastic differential equations.”
Itô-Skorohod stochastic equations and applications to finance.
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.
On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions
Toshio Yamada (1976)
Séminaire de probabilités de Strasbourg
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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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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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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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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.
Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations
Svetlana Janković, Miljana Jovanović (2000)
Publications de l'Institut Mathématique
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