Backward Stochastic Differential Equations on Manifolds

Approximation scheme for solutions of backward stochastic differential equations via the representation theorem.. Volume 13, n o 1

Nadira Bouchemella, Paul Raynaud de Fitte. Weak solutions of backward stochastic differential equations with continuous generator.. The solution is constructed on an

[9] Gozzi F., Marinelli C., Stochastic optimal control of delay equations arising in advertising models, Da Prato (ed.) et al., Stochastic partial differential equations

In this paper, we are interested by advanced backward stochastic differential equa- tions (ABSDE), in a probability space equipped with a Brownian motion and a single jump process...

In this paper, we will study some quadratic Backward Stochastic Differential Equations (BSDEs) in a continuous filtration which arise naturally in the problem of utility

In this subject, Gherbal in [26] proved for the first time the existence of a strong optimal strict control for systems of linear backward doubly SDEs and established necessary as

Flow cytometric analyses of CD8 þ T cells for NKG2D expression and (b) prognosis value shown by Kaplan- Meier overall survival (OS) curves segregating the cohort of metastatic

equations dierentiate like equations involving smooth paths. Proof of