Anticipated Backward Stochastic Differential Equation with Reflection
暂无分享,去创建一个
[1] Said Hamadène,et al. Multidimensional backward stochastic differential equations with uniformly continuous coefficients , 2003 .
[2] Jakša Cvitanić,et al. Backward stochastic differential equations with reflection and Dynkin games , 1996 .
[3] Anticipated backward stochastic differential equations with non-Lipschitz coefficients , 2012 .
[4] X. Mao,et al. Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients , 1995 .
[5] S. Peng,et al. Reflected solutions of backward SDE's, and related obstacle problems for PDE's , 1997 .
[6] J. Lepeltier,et al. Backward stochastic differential equations with continuous coefficient , 1997 .
[7] Shige Peng,et al. Anticipated backward stochastic differential equations , 2007, 0705.1822.
[8] K. Bahlali. Backward stochastic differential equations with locally Lipschitz coefficient , 2001 .
[9] Etienne Pardoux,et al. Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient , 2002 .
[10] S. Peng,et al. Adapted solution of a backward stochastic differential equation , 1990 .
[11] Ying Hu,et al. On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients , 2002 .
[12] M. Kobylanski. Backward stochastic differential equations and partial differential equations with quadratic growth , 2000 .
[13] Gaofeng Zong. Anticipated backward stochastic differential equations driven by the Teugels martingales , 2014 .