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ArticleBackward doubly stochastic differential equations with discontinuous coefficients

Modeste N’zi2008

Article2008

Backward doubly stochastic differential equations with discontinuous coefficients

Modeste N’zi · Jean-Marc Owo

29 citations·0/0 files stored·Statistics & Probability Letters

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations 1991Probabilistic interpretation for systems of quasilinear parabolic partial differential equations 1994Backward doubly stochastic differential equations and systems of quasilinear SPDEs 1995Zero-sum stochastic differential games and backward equations 2013Backward Stochastic Differential Equations 1995Backward equations, stochastic control and zero-sum stochastic differential games

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Year2008

Typearticle

Published2008-11-26

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations29

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spl.2008.11.011

openalex_workW2054868935

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