On existence and uniqueness of solutions to uncertain backward stochastic differential equations (Q462275): Difference between revisions

@@ Property / cites work @@
+Existence and uniqueness theorem for uncertain differential equations
+Normal rank
@@ Property / cites work @@
+Ambiguity, Risk, and Asset Returns in Continuous Time
+Normal rank
@@ Property / cites work @@
+Theory of capacities
@@ Property / cites work: Theory of capacities / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Regularity and stopping theorem for fuzzy martingales with continuous parameters
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio choice with ambiguity and anticipation
+Normal rank
@@ Property / cites work @@
+A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio Choice Based on α-MEU Under Ambiguity
+Normal rank
@@ Property / cites work @@
+Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition
+Normal rank
@@ Property / cites work @@
+Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions
+Normal rank
@@ Property / cites work @@
+On solutions to fuzzy stochastic differential equations with local martingales
+Normal rank
@@ Property / cites work @@
+Q5401315
@@ Property / cites work: Q5401315 / rank @@
+Normal rank
@@ Property / cites work @@
+Solutions to BSDEs driven by both standard and fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
+Normal rank
@@ Property / cites work @@
+Fuzzy random variables - I. Definitions and theorems
+Normal rank
@@ Property / cites work @@
+Fuzzy random variables - II. Algorithms and examples for the discrete case
+Normal rank
@@ Property / cites work @@
+Fuzzy set-valued Gaussian processes and Brownian motions
+Normal rank
@@ Property / cites work @@
+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain random variables: a mixture of uncertainty and randomness
+Normal rank
@@ Property / cites work @@
+Some properties of strong solutions to stochastic fuzzy differential equations
+Normal rank
@@ Property / cites work @@
+Set-valued and fuzzy stochastic differential equations driven by semimartingales
+Normal rank
@@ Property / cites work @@
+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Fuzzy random variables
@@ Property / cites work: Fuzzy random variables / rank @@
+Normal rank
@@ Property / cites work @@
+Sampled-Data Synchronization Control of Dynamical Networks With Stochastic Sampling
+Normal rank
@@ Property / cites work @@
+Quantized $H_{\infty }$ Control for Nonlinear Stochastic Time-Delay Systems With Missing Measurements
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Fuzzy sets
@@ Property / cites work: Fuzzy sets / rank @@
+Normal rank
@@ Property / cites work @@
+Fuzzy sets as a basis for a theory of possibility
@@ Property / cites work: Fuzzy sets as a basis for a theory of possibility / rank @@
+Normal rank
@@ Property / cites work @@
+UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
+Normal rank