Approximation by time discretization of special stochastic evolution equations.
Lisei, Hannelore (2001)
Mathematica Pannonica
Similarity:
Displaying similar documents to “Backward stochastic differential equations with oblique reflection and local Lipschitz drift.”
Approximation by time discretization of special stochastic evolution equations.
An extension of the Clark-Ocone formula.
Ngobi, Said, Stan, Aurel (2004)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Portfolio selection with jumps under regime switching.
Zhao, Lin (2010)
International Journal of Stochastic Analysis
Similarity:
Solvability for a class of abstract two-point boundary value problems derived from optimal control.
Wang, Lianwen (2007)
Boundary Value Problems [electronic only]
Similarity:
Critical diffusions
Edward Nelson (1985)
Séminaire de probabilités de Strasbourg
Similarity:
Stochastic orderings induced by star-shaped functions.
Krieger, Henry A. (1991)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Exponential stability of two coupled second-order evolution equations.
Wan, Qian, Xiao, Ti-Jun (2011)
Advances in Difference Equations [electronic only]
Similarity:
Criteria for disfocality and disconjugacy for third order differential equations.
Panigrahi, S. (2009)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
Similarity:
Existence of solutions of the Darboux problem for partial differential equations in Banach spaces
Bogdan Rzepecki (1987)
Commentationes Mathematicae Universitatis Carolinae
Similarity:
Geometric evolution under isotropic stochastic flow.
Cranston, M., LeJan, Y. (1998)
Electronic Journal of Probability [electronic only]
Similarity: