Backward stochastic differential equations driven by -Brownian motion (English)
- New search for: Hu, Mingshang
- New search for: Ji, Shaolin
- New search for: Peng, Shige
- New search for: Song, Yongsheng
- New search for: Hu, Mingshang
- New search for: Ji, Shaolin
- New search for: Peng, Shige
- New search for: Song, Yongsheng
In:
Stochastic Processes and their Applications
;
124
, 1
;
759-784
;
2013
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ISSN:
- Article (Journal) / Electronic Resource
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Title:Backward stochastic differential equations driven by -Brownian motion
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Contributors:Hu, Mingshang ( author ) / Ji, Shaolin ( author ) / Peng, Shige ( author ) / Song, Yongsheng ( author )
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Published in:Stochastic Processes and their Applications ; 124, 1 ; 759-784
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Publisher:
- New search for: Elsevier B.V.
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Publication date:2013-09-19
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Size:26 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 124, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
-
Invariance principles for generalized domains of semistable attractionWang, Wensheng et al. | 2013
- 18
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Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tailsDavis, Richard A. / Pfaffel, Oliver / Stelzer, Robert et al. | 2013
- 51
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Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficientGuy, Romain / Larédo, Catherine / Vergu, Elisabeta et al. | 2013
- 81
-
Integral representation of martingales motivated by the problem of endogenous completeness in financial economicsKramkov, Dmitry / Predoiu, Silviu et al. | 2013
- 101
-
On signed measure valued solutions of stochastic evolution equationsRémillard, Bruno / Vaillancourt, Jean et al. | 2013
- 123
-
Functional inequalities for nonlocal Dirichlet forms with finite range jumps or large jumpsChen, Xin / Wang, Jian et al. | 2013
- 154
-
Multi-dimensional smoothing transformations: Existence, regularity and stability of fixed pointsBassetti, Federico / Matthes, Daniel et al. | 2013
- 199
-
On a stochastic Leray-a model of Euler equationsBarbato, D. / Bessaih, H. / Ferrario, B. et al. | 2014
- 199
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On a stochastic Leray- model of Euler equationsBarbato, David / Bessaih, Hakima / Ferrario, Benedetta et al. | 2013
- 220
-
Harnack inequality on configuration spaces: The coupling approach and a unified treatmentDeng, Chang-Song et al. | 2013
- 235
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Global uniform boundary Harnack principle with explicit decay rate and its applicationKim, Panki / Song, Renming / Vondraček, Zoran et al. | 2013
- 268
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Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environmentComets, Francis / Falconnet, Mikael / Loukianov, Oleg / Loukianova, Dasha / Matias, Catherine et al. | 2013
- 289
-
Backward stochastic differential equations associated to jump Markov processes and applicationsConfortola, Fulvia / Fuhrman, Marco et al. | 2013
- 317
-
Upper escape rate of Markov chains on weighted graphsHuang, Xueping / Shiozawa, Yuichi et al. | 2013
- 348
-
Asymptotic behavior of central order statistics from stationary processesDembińska, Anna et al. | 2013
- 373
-
On the characterisation of honest times that avoid all stopping timesKardaras, Constantinos et al. | 2013
- 385
-
A functional limit theorem for stochastic integrals driven by a time-changed symmetric a-stable Levy processScalas, E. / Viles, N. et al. | 2014
- 385
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A functional limit theorem for stochastic integrals driven by a time-changed symmetric -stable Lévy processScalas, Enrico / Viles, Noèlia et al. | 2013
- 411
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The characteristic polynomial of a random permutation matrix at different pointsDang, K. / Zeindler, D. et al. | 2013
- 440
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A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on -domainsKim, Kyeong-Hun et al. | 2014
- 440
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A Sobolev space theory for parabolic stochastic PDEs driven by Levy processes on C^1-domainsKim, K. H. et al. | 2014
- 440
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A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on -domainsKim, Kyeong-Hun et al. | 2013
- 475
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Weak approximation of averaged diffusion processesGobet, Emmanuel / Miri, Mohammed et al. | 2013
- 505
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A strong law of large numbers for super-stable processesKouritzin, Michael A. / Ren, Yan-Xia et al. | 2013
- 522
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A mixed-step algorithm for the approximation of the stationary regime of a diffusionPagès, Gilles / Panloup, Fabien et al. | 2013
- 566
-
Loop-erased random walk on the Sierpinski gasketHattori, Kumiko / Mizuno, Michiaki et al. | 2013
- 586
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Moment boundedness of linear stochastic delay differential equations with distributed delayWang, Zhen / Li, Xiong / Lei, Jinzhi et al. | 2013
- 613
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Approximating Markov chains and -geometric ergodicity via weak perturbation theoryHervé, Loïc / Ledoux, James et al. | 2013
- 613
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Approximating Markov chains and -geometric ergodicity via weak perturbation theoryHervé, Loïc et al. | 2014
- 639
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Almost sure explosion of solutions to stochastic differential equationsChow, Pao-Liu / Khasminskii, Rafail et al. | 2013
- 646
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A martingale decomposition for quadratic forms of Markov chains (with applications)Atchadé, Yves F. / Cattaneo, Matias D. et al. | 2013
- 678
-
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motionsLebovits, Joachim / Lévy Véhel, Jacques / Herbin, Erick et al. | 2013
- 709
-
On the solution of general impulse control problems using superharmonic functionsChristensen, Sören et al. | 2013
- 730
-
Adaptive nonparametric estimation for Levy processes observed at low frequencyKappus, J. et al. | 2014
- 730
-
Adaptive nonparametric estimation for Lévy processes observed at low frequencyKappus, Johanna et al. | 2013
- 759
-
Backward stochastic differential equations driven by -Brownian motionHu, Mingshang et al. | 2014
- 759
-
Backward stochastic differential equations driven by -Brownian motionHu, Mingshang / Ji, Shaolin / Peng, Shige / Song, Yongsheng et al. | 2013
- 785
-
Stochastic variational inequalities with jumpsZălinescu, Adrian et al. | 2013
- 812
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On stochastic integration for volatility modulated Lévy-driven Volterra processesBarndorff-Nielsen, Ole E. / Benth, Fred Espen / Pedersen, Jan / Veraart, Almut E.D. et al. | 2013
- 812
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On stochastic integration for volatility modulated Levy-driven Volterra processesBarndorff-Nielsen, O. E. / Benth, F. E. / Pedersen, J. / Veraart, A. E. et al. | 2014
- 848
-
Spectral computations for birth and death chainsChen, Guan-Yu / Saloff-Coste, Laurent et al. | 2013
- 883
-
Non-parametric adaptive estimation of the drift for a jump diffusion processSchmisser, Émeline et al. | 2013
- 915
-
Infinitesimal generators of -Meixner processesBryc, Wlodzimierz / Wesołowski, Jacek et al. | 2013
- 915
-
Infinitesimal generators of -Meixner processesBryc, Wlodzimierz et al. | 2014
- 927
-
Weak solutions of backward stochastic differential equations with continuous generatorBouchemella, Nadira / Raynaud de Fitte, Paul et al. | 2013
- 961
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Zero-sum risk-sensitive stochastic games on a countable state spaceBasu, Arnab / Ghosh, Mrinal Kanti et al. | 2013
- IFC
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Editorial Board| 2013