scientific article; zbMATH DE number 7572906
From MaRDI portal
Publication:5096713
Publication date: 18 August 2022
Full work available at URL: http://121.43.60.238/sxwlxbA/EN/abstract/abstract16654.shtml
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
non-LipschitzWong-Zakai approximationsanticipated backward doubly stochastic differential equationspossion jumps
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Cites Work
- Mean-field SDEs with jumps and nonlocal integral-PDEs
- Backward doubly stochastic equations with jumps and comparison theorems
- Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain
- Adapted solution of a backward stochastic differential equation
- Some properties of generalized anticipated backward stochastic differential equations
- Wong-Zakai approximations of backward doubly stochastic differential equations
- Anticipated backward doubly stochastic differential equations
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs
- Representation theorems for backward stochastic differential equations
- Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
- Anticipated backward stochastic differential equations
- Solvability of anticipated backward stochastic Volterra integral equations
- On the relation between ordinary and stochastic differential equations
- Lpsolutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions
- Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games
- Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients
This page was built for publication:
