On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control (Q1871337): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Backward Stochastic Differential Equations in Finance / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Maximum principle for semilinear stochastic evolution control systems / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Adapted solution of a backward semilinear stochastic evolution equation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Semimartingales: A course on stochastic processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On solutions of backward stochastic differential equations with jumps and applications / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4766372 / rank | |||
Normal rank | |||
Latest revision as of 15:06, 5 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control |
scientific article |
Statements
On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control (English)
0 references
7 May 2003
0 references
backward stochastic differential equation with jumps
0 references
non-Lipschitzian condition
0 references
