首页> 外文OA文献 >Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity.

【2h】

Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity.

机译：具有局部Lipschitz非线性的耗散向后随机微分方程。

代理获取

本网站仅为用户提供外文OA文献查询和代理获取服务，本网站没有原文。下单后我们将采用程序或人工为您竭诚获取高质量的原文，但由于OA文献来源多样且变更频繁，仍可能出现获取不到、文献不完整或与标题不符等情况，如果获取不到我们将提供退款服务。请知悉。

页面导航

著录项
引文网络
相似文献
相关主题

著录项

作者
Fulvia Confortola;
展开▼
作者单位

展开▼
年度 2008
总页数
原文格式 PDF
正文语种
中图分类

相似文献

外文文献
中文文献
专利

1. Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity [J] . Confortola F Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 2007,第5期

机译：具有局部Lipschitz非线性的耗散向后随机微分方程
2. Backward doubly stochastic differential equations with stochastic Lipschitz condition [J] . Owo Jean-Marc Statistics & Probability Letters . 2015,第Null期

机译：具有随机Lipschitz条件的倒向双随机微分方程
3. Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition [J] . Hu L. Applied mathematics and computation . 2012,第3期

机译：具有随机Lipschitz条件的Lévy过程驱动的倒向向后双随机微分方程
4. Game-theoretic and risk-sensitive stochastic optimal control via forward and backward stochastic differential equations [C] . Ioannis Exarchos, Evangelos A. Theodorou, Panagiotis Tsiotras IEEE Conference on Decision and Control . 2016

机译：基于前向和后向随机微分方程的博弈论和风险敏感型随机最优控制
5. Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes. [D] . Song, Xiaoming. 2011

机译：Malliavin演算，用于分数布朗运动和数值格式驱动的后向随机微分方程和随机微分方程。
6. Dynamic Risk Measures for Processes via Backward Stochastic Differential Equations Associated with Lévy Processes [O] . Liangliang Miao, Zhang Liu, Yijun Hu 2021

机译：通过与Lévy过程相关的后向随机微分方程进行动态风险措施
7. Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity [O] . F. Confortola 2007

机译：具有局部Lipschitz非线性的耗散向后随机微分方程

Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity.

著录项

引文网络

相似文献

相关主题

期刊订阅