scientific article; zbMATH DE number 1210402
From MaRDI portal
Publication:4213420
zbMath0910.60049MaRDI QIDQ4213420
Youssef Ouknine, Khaled Bahlali, Brahim Mezerdi
Publication date: 19 April 1999
Full work available at URL: http://www.numdam.org/item?id=SPS_1998__32__166_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (18)
On the stability of mean-field stochastic differential equations with irregular expectation functional ⋮ Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths ⋮ Unnamed Item ⋮ Stability results for stochastic differential equations driven by an additive fractional Brownian sheet ⋮ Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness ⋮ Boundary conditions for the single-factor term structure equation ⋮ Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation ⋮ Penalization methods for the Skorokhod problem and reflecting SDEs with jumps ⋮ Density symmetries for a class of 2-D diffusions with applications to finance ⋮ Convexity theory for the term structure equation ⋮ Stochastic differential equations driven by fractional Brownian motion ⋮ The Black-Scholes equation in stochastic volatility models ⋮ Stability and prevalence of Mckean-Vlasov stochastic differential equations with non-Lipschitz coefficients ⋮ Approximation and optimality necessary conditions in relaxed stochastic control problems ⋮ Stability of stochastic differential equations driven by multifractional Brownian motion ⋮ Approximation of solutions of mean-field stochastic differential equations ⋮ Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients ⋮ On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations
This page was built for publication:
