Perturbed backward stochastic differential equations
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Publication:1933858
DOI10.1016/j.mcm.2011.11.018zbMath1255.60097OpenAlexW1986661840MaRDI QIDQ1933858
Jasmina Djordjević, Miljana Jovanović, Svetlana Janković
Publication date: 27 January 2013
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2011.11.018
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Ordinary differential equations and systems with randomness (34F05)
Related Items (4)
Reflected backward stochastic differential equations with perturbations ⋮ Backward stochastic Volterra integral equations with additive perturbations ⋮ Global controllability for quasilinear nonnegative definite system of ODEs and SDEs ⋮ Some analytic approximations for backward stochastic differential equations
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