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Volumn 16, Issue 1 SPEC. ISS., 2007, Pages 121-140

Backward stochastic differential inclusions

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EID: 34248546421     PISSN: 10562176     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (15)

References (15)
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    • Conjugate convex functions in optimal stochastic control
    • J.M. Bismut. Conjugate convex functions in optimal stochastic control. J. Math. Anal. Appl., 44: 384-404, 1973.
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    • Bismut, J.M.1
  • 3
    • 17544369795 scopus 로고    scopus 로고
    • On weak solutions of backward stochastic differential equations
    • R. Buckdahn, H.J. Engelbert and A. Rǎşcanu, On weak solutions of backward stochastic differential equations, Theory Probab. Appl., 49: 16-50,2000.
    • (2000) Theory Probab. Appl , vol.49 , pp. 16-50
    • Buckdahn, R.1    Engelbert, H.J.2    Rǎşcanu, A.3
  • 4
    • 0001577815 scopus 로고
    • Integrals, conditional expectations and martingale of multivalued functions
    • F. Hiai and H. Umegaki, Integrals, conditional expectations and martingale of multivalued functions, J. Math. Anal., 7:149-182, 1977.
    • (1977) J. Math. Anal , vol.7 , pp. 149-182
    • Hiai, F.1    Umegaki, H.2
  • 7
    • 0031542653 scopus 로고
    • Backward stochastic differential equations in finance
    • N.E. Kaoui, S. Peng and M.C. Quenez, Backward stochastic differential equations in finance, Math. Finance, 7(1):1-71, 1977.
    • (1977) Math. Finance , vol.7 , Issue.1 , pp. 1-71
    • Kaoui, N.E.1    Peng, S.2    Quenez, M.C.3
  • 9
    • 34248579830 scopus 로고    scopus 로고
    • Tightness of continuous stochastic processes
    • in press
    • M. Kisielewicz, Tightness of continuous stochastic processes, Disc. Math. Probability and Statistics. 27(1)), 2007(in press).
    • (2007) Disc. Math. Probability and Statistics , vol.27 , Issue.1
    • Kisielewicz, M.1
  • 12
    • 0001232090 scopus 로고
    • Continuous selections I
    • E. Michael, Continuous selections I, Ann. Math.. 63:361 - 382, 1956.
    • (1956) Ann. Math , vol.63 , pp. 361-382
    • Michael, E.1
  • 13
    • 0025262967 scopus 로고
    • Adapted solutions of a backward stochastic differential equation
    • E. Pardoux and S. Peng, Adapted solutions of a backward stochastic differential equation, System Control Lett., 14:55-61, 1990.
    • (1990) System Control Lett , vol.14 , pp. 55-61
    • Pardoux, E.1    Peng, S.2
  • 15
    • 0000868544 scopus 로고
    • On Carathéodory type selections
    • L. Rybiński, On Carathéodory type selections, Fund. Math., 125:187-193, 1985.
    • (1985) Fund. Math , vol.125 , pp. 187-193
    • Rybiński, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.