Homeomorphism of solutions to backward SDEs and applications (Q869104): Difference between revisions

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+https://doi.org/10.1016/j.spa.2006.09.005
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+W2036871347
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@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
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@@ Property / cites work @@
+Q3217380
@@ Property / cites work: Q3217380 / rank @@
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@@ Property / cites work @@
+Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient
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+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
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+A General Stochastic Maximum Principle for Optimal Control Problems
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@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
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+Q4435813
@@ Property / cites work: Q4435813 / rank @@
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@@ Property / cites work @@
+Stochastic flows for SDEs with non-Lipschitz coefficient.
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+On the strong comparison theorems for solutions of stochastic differential equations
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@@ Property / cites work @@
+Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
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