-
3
-
-
15444362058
-
The viability theorem for stochastic differential inclusions
-
J.-P. Aubin and G. Da Prato, The viability theorem for stochastic differential inclusions, Stochastic Anal. Appl., 16 (1998), 1-15.
-
(1998)
Stochastic Anal. Appl.
, vol.16
, pp. 1-15
-
-
Aubin, J.-P.1
Da Prato, G.2
-
4
-
-
0032109070
-
Existence of stochastic control under state contraints
-
Paris, Série I
-
R. Buckdahn, S. Peng, M. Quincampoix, and C. Rainer, Existence of stochastic control under state contraints, C.R. Acad. Sci. Paris, 327, Série I (1998), 17-22.
-
(1998)
C.R. Acad. Sci
, vol.327
, pp. 17-22
-
-
Buckdahn, R.1
Peng, S.2
Quincampoix, M.3
Rainer, C.4
-
5
-
-
0031541475
-
Propriété de viabilité pour des équations différentielles stochastiques rétrogrades et applications à des équations aux derivées partielles
-
Série I
-
R. Buckdahn, M. Quincampoix, and A. Rǎşcanu, Propriété de viabilité pour des équations différentielles stochastiques rétrogrades et applications à des équations aux derivées partielles, C.R. Acad. Sci. Paris, 325, Série I (1997), 1159-1162.
-
(1997)
C.R. Acad. Sci. Paris
, vol.325
, pp. 1159-1162
-
-
Buckdahn, R.1
Quincampoix, M.2
Rǎşcanu, A.3
-
6
-
-
0034396322
-
Viability property for backward stochastic differential equation and applications to partial differential equations
-
R. Buckdahn, M. Quincampoix, and A. Rǎşcanu, Viability property for backward stochastic differential equation and applications to partial differential equations, Probab. Theory Related Fields, 116 (2000), 485-50
-
(2000)
Probab. Theory Related Fields
, vol.116
, pp. 485-504
-
-
Buckdahn, R.1
Quincampoix, M.2
Rǎşcanu, A.3
-
7
-
-
84967708673
-
User's guide to the viscosity solutions of second order partial differential equations
-
M. Crandall, H. Ishii, and P.L. Lions, User's guide to the viscosity solutions of second order partial differential equations, Bul. Amer. Math. Soc., 27 (1992), 1-67.
-
(1992)
Bul. Amer. Math. Soc.
, vol.27
, pp. 1-67
-
-
Crandall, M.1
Ishii, H.2
Lions, P.L.3
-
8
-
-
0040012962
-
On lower limits of maxima and minima of Wiener process and partial sums
-
E. Csaki, On lower limits of maxima and minima of Wiener process and partial sums, Z. Warsch. verw. Gebiete, 43 (1978), 205-221.
-
(1978)
Z. Warsch. verw. Gebiete
, vol.43
, pp. 205-221
-
-
Csaki, E.1
-
9
-
-
0031542653
-
Backward stochastic differential equations in finance
-
N. El Karoui, S. Peng, and M.-C, Quenez, Backward stochastic differential equations in finance, Mathematical Finance, 7 (1997), 1-71.
-
(1997)
Mathematical Finance
, vol.7
, pp. 1-71
-
-
El Karoui, N.1
Peng, S.2
Quenez M.-C3
-
10
-
-
0000311623
-
Measurable viability theorems and the Hamilton-Jacobi-Bellman equation
-
H. Frankowska, S. Plaskacz, and T. Rzezuchowski, Measurable viability theorems and the Hamilton-Jacobi-Bellman equation, J. Differ. Equations, 116 (1995), 265-305.
-
(1995)
J. Differ. Equations
, vol.116
, pp. 265-305
-
-
Frankowska, H.1
Plaskacz, S.2
Rzezuchowski, T.3
-
11
-
-
0003933434
-
Stochastic Differential Equations and Applications I
-
Academic Press
-
A. Friedman, "Stochastic Differential Equations and Applications I," Academic Press, 1975.
-
-
-
Friedman, A.1
-
12
-
-
80053283918
-
Viability for constrained stochastic differential equations
-
S. Gautier and L. Thibault, Viability for constrained stochastic differential equations, Differential and Integral Equations, 6 (1993), 1394-141.
-
(1993)
Differential and Integral Equations
, vol.6
, pp. 1394-141
-
-
Gautier, S.1
Thibault, L.2
-
13
-
-
0041302689
-
A note on viability under distribution constraints
-
M. Michta, A note on viability under distribution constraints, Discuss. Math., Algebra Stoch. Methods, 18 (1998), 215-225.
-
(1998)
Discuss. Math. Algebra Stoch. Methods
, vol.18
, pp. 215-225
-
-
Michta, M.1
-
14
-
-
0003192245
-
A note on stochastic invariance for Ito equations
-
A. Milian, A note on stochastic invariance for Ito equations, Bull. Pol. Acad. Sci., Math., 41 (1993), 139-150.
-
(1993)
Bull. Pol. Acad. Sci. Math.
, vol.41
, pp. 139-150
-
-
Milian, A.1
-
15
-
-
0141856393
-
Viability of set-valued Ito equation
-
J. Motyl, Viability of set-valued Ito equation, Bull. Pol. Acad. Sci., Math., 47 (1999), 91-103.
-
(1999)
Bull. Pol. Acad. Sci. Math.
, vol.47
, pp. 91-103
-
-
Motyl, J.1
-
17
-
-
0000268709
-
Backward SDE's and Quasilinear PDE's, Stochastic PDE and Their Applications, B.L. Rozovski, R.B. Sowers
-
Eds., Springer
-
E. Pardoux and S. Peng, Backward SDE's and Quasilinear PDE's, Stochastic PDE and Their Applications, B.L. Rozovski, R.B. Sowers Eds., LNCIS, Vol. 176, Springer (1992).
-
(1992)
LNCIS
, vol.176
-
-
Pardoux, E.1
Peng, S.2
-
18
-
-
0011902588
-
Backward stochastic differential equations with subdifferential operators and related variational inequalities
-
E Pardoux and A. Rǎşcanu, Backward stochastic differential equations with subdifferential operators and related variational inequalities, Stochastic Processes and their Applications, 76 (1998), 191-215.
-
(1998)
Stochastic Processes and their Applications
, vol.76
, pp. 191-215
-
-
Pardoux, E.1
Rǎşcanu, A.2
-
19
-
-
0004029472
-
Random Walk in Random and Non-Random Environments
-
Singapore
-
P. Revesz, "Random Walk in Random and Non-Random Environments," World Scientific, Singapore, 1990.
-
(1990)
World Scientific
-
-
Revesz, P.1
|