DIFFERENCE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH DISCONTINUOUS COEFFICIENTS.

被引：0

|

作者：

Janssen, Rainer

机构：

来源：

Stochastics | 1984年 / 13卷 / 03期

关键词：

D O I：

10.1080/17442508408833318

中图分类号：

学科分类号：

摘要：

9

引用

收藏

页码：199 / 212

相关论文

共 50 条

[1] STOCHASTIC DIFFERENTIAL EQUATIONS WITH DISCONTINUOUS DIFFUSION COEFFICIENTS
Torres, Soledad
Viitasaari, Lauri
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2023, : 159 - 175
[2] Weak Solutions of Stochastic Differential Equations with Discontinuous Coefficients
A. A. Levakov
Differential Equations, 2001, 37 : 1088 - 1096
[3] Backward doubly stochastic differential equations with discontinuous coefficients
N'zi, Modeste
Owo, Jean-Marc
STATISTICS & PROBABILITY LETTERS, 2009, 79 (07) : 920 - 926
[4] LIMIT THEOREMS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH DISCONTINUOUS COEFFICIENTS
Ren, Jie
Zhang, Xicheng
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2011, 43 (01) : 302 - 321
[5] Weak solutions of stochastic differential equations with discontinuous coefficients
Levakov, AA
DIFFERENTIAL EQUATIONS, 2001, 37 (08) : 1088 - 1096
[6] A class of backward stochastic differential equations with discontinuous coefficients
Ha, Guangyan
STATISTICS & PROBABILITY LETTERS, 2008, 78 (03) : 231 - 237
[7] Linear differential equations with algebraic coefficients.
Thome, LW
JOURNAL FUR DIE REINE UND ANGEWANDTE MATHEMATIK, 1901, 123 (1/4): : 66 - 137
[8] Linear differential equations with algebraic coefficients.
Thome, LW
JOURNAL FUR DIE REINE UND ANGEWANDTE MATHEMATIK, 1900, 122 : 0001 - 0029
[9] Reflected Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients
Zhi LI
Jiao Wan LUO
Acta Mathematica Sinica, 2013, 29 (04) : 639 - 650
[10] A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients
Qingfeng ZHU
Yufeng SHI
Acta Mathematicae Applicatae Sinica(English Series), 2014, 30 (04) : 965 - 976

← 1 2 3 4 5 →