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

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