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.
An optimal Itô formula for Lévy processes.
Eisenbaum, Nathalie, Walsh, Alexander (2009)
Electronic Communications in Probability [electronic only]
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BSDE associated with Lévy processes and application to PDIE.
Bahlali, K., Eddahbi, M., Essaky, E. (2003)
Journal of Applied Mathematics and Stochastic Analysis
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Generalized BSDE driven by a Lévy process.
El Otmani, Mohamed (2006)
Journal of Applied Mathematics and Stochastic Analysis
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A multidimensional analogue of the Denjoy-Perron-Henstock-Kurzweil integral.
Ang, D.D., Schmitt, K., Le, Vy Khoi (1997)
Bulletin of the Belgian Mathematical Society - Simon Stevin
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Narrow spaces, products of topological spaces and supertiny sequences of A. Szymański
Aleksandr I. Veksler (1989)
Časopis pro pěstování matematiky
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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.
Øksendal, Bernt, Zhang, Tusheng (2010)
International Journal of Stochastic Analysis
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