Jump to ContentJump to Main Navigation

Search Results - De Gruyter Publishers

You are looking at 1-10 of 56 items for: Stochastic differential equation

  • Keywords: Stochastic differential equationx
Clear AllModify Search
Melnyk, Sergei A. / Kharkhota, Anna A.

Differential Representation of a Samuelson Model with a Telegraph Drift

Product Type: Journals/Yearbooks
Mishura, Yuliya S. / Shevchenko, Georgiy M.

Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion

Product Type: Journals/Yearbooks
Shi, Jingtao

Optimal control for stochastic differential delay equations with Poisson jumps and applications

Product Type: Journals/Yearbooks
Sagna, Yaya

Multidimensional BSDE with Poisson jumps of Osgood type

Product Type: Journals/Yearbooks
Aidara, Sadibou / Sagna, Yaya

BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients

Product Type: Journals/Yearbooks
Aidara, Sadibou

Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

Product Type: Journals/Yearbooks
Aidara, Sadibou

Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

Product Type: Journals/Yearbooks
Malinowski, Marek T.

Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition

Product Type: Journals/Yearbooks
Li, Zhi / Luo, Jiaowan

Harnack inequalities and applications for functional SDEs driven by fractional Brownian motion

Product Type: Journals/Yearbooks
Gherbal, Boulakhras

Optimal control problems for linear backward doubly stochastic differential equations

Product Type: Journals/Yearbooks

You are looking at 1-10 of 56 items for: Stochastic differential equation

  • Keywords: Stochastic differential equationx
Clear AllModify Search