Publication:3702221
From MaRDI portal
zbMath0579.60045MaRDI QIDQ3702221
Publication date: 1985
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Related Items
The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications, On solutions of backward stochastic differential equations with jumps and applications, On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-Lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations, A Necessary condition on comparison theorem for one-dimensional stochastic differential equation