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SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
5 references·0 citing·16 second hop
SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP (2005)SUCCESSIVE APPROXIMATIONS OF INFINITE DIM…On a type of stochastic differential equations driven by countably many Brownian motions (2003)On a type of stochastic diffe…Successive approximations to solutions of stochastic differential equations (1992)Successive approximations to …Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…On the successive approximation of solutions of stochastic differential equations (1981)On the successive approximati…On the uniqueness of solutions of stochastic differential equations (1971)On the uniqueness of solution…MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Pathwise uniqueness and approximation of solutions of stochastic differential equations (1998)Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion (2016)A comparison theorem for solutions of stochastic differential equations and its applications (1977)Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients (1995)Stochastic flows for SDEs with non-Lipschitz coefficients (2003)Stochastic Differential Equations and Applications (1976)An introduction to stochastic partial differential equations (2006)A note on the stochastic differential equations driven by -Brownian motion (2011)Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients (2012)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)A stochastic calculus model of continuous trading: Complete markets (1983)Stochastic differential equations with reflecting boundary conditions (1984)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Backward Stochastic Differential Equations in Finance (1997)Controlled Markov Processes and Viscosity Solutions (2005)
this work references cited by second hop

References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 1971On the uniqueness of solutions of stochastic differential equations848 cited
  • 1992Successive approximations to solutions of stochastic differential equations130 cited
  • 1981On the successive approximation of solutions of stochastic differential equations83 cited
  • 2003On a type of stochastic differential equations driven by countably many Brownian motions42 cited

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