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 “A generalization of the Itô formula.”
Prevalence of backward stochastic differential equations with unique solution.
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.
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BSDE associated with Lévy processes and application to PDIE.
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Journal of Applied Mathematics and Stochastic Analysis
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Generalized BSDE driven by a Lévy process.
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Journal of Applied Mathematics and Stochastic Analysis
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Narrow spaces, products of topological spaces and supertiny sequences of A. Szymański
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Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient.
Bahlali, Khaled (2002)
Electronic Communications in Probability [electronic only]
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Optimal control with partial information for stochastic Volterra equations.
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