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Volumn 17, Issue 2, 2008, Pages 351-370

Weak compactness of weak solutions to backward stochastic differential inclusions

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EID: 49249092574     PISSN: 10562176     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (9)

References (12)
  • 1
    • 17544369795 scopus 로고    scopus 로고
    • On weak solutions of backward stochastic differential equations
    • R. Buckdahn, H.J. Engelbert and A. Rǎşanu, 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    Rǎşanu, A.3
  • 3
    • 0001577815 scopus 로고
    • Integrals, conditional expections and martingals of multivalued functions
    • F. Hiai and H. Umegaki, Integrals, conditional expections and martingals 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
  • 5
    • 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
  • 8
    • 34248546421 scopus 로고    scopus 로고
    • Backward stochastic differential inclusions
    • M. Kisielewicz, Backward stochastic differential inclusions, Dynamic Systems and Appl., 16: 121-140, 2007.
    • (2007) Dynamic Systems and Appl , vol.16 , pp. 121-140
    • Kisielewicz, M.1
  • 10
    • 0001756851 scopus 로고
    • Thghtness criteria for laws of semimartingales
    • P.A. Meyer and W.A. Zheng, Thghtness criteria for laws of semimartingales, Ann. Inst. Henri Poincare, 20(4): 353-372, 1984.
    • (1984) Ann. Inst. Henri Poincare , vol.20 , Issue.4 , pp. 353-372
    • Meyer, P.A.1    Zheng, W.A.2
  • 12
    • 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.