Anticipated backward doubly stochastic differential equations
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Publication:902476
DOI10.1016/j.amc.2013.05.054zbMath1329.60203arXiv1207.6165OpenAlexW2049727873MaRDI QIDQ902476
Publication date: 18 January 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.6165
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
Related Items (6)
Stochastic maximum principle for delayed doubly stochastic control systems and their applications ⋮ Stochastic maximum principle for delayed backward doubly stochastic control systems ⋮ Reflected solutions of generalized anticipated backward double stochastic differential equations ⋮ Unnamed Item ⋮ Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients ⋮ The delayed doubly stochastic linear quadratic optimal control problem
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