Existence conditions and variational approach for adapted solutions of the two-point boundary value problem of stochastic differential equations-Reference-Cited by-同舟云学术

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Existence conditions and variational approach for adapted solutions of the two-point boundary value problem of stochastic differential equations

Published:2011-06 Issue:20 Volume:217 Page:7900-7912
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Xia Ning-Mao,Lin Ai-Hong

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference12 articles.

1. Two-Point Boundary Value Problems: shooting Methods;Roberts,1972

2. Stochasti Differential Equation;Ksendal,1998

3. Adapted solution of a backward stochastic differential equation;Pardoux;Syst. Cont. Lett.,1990

4. Backward stochastic differential equation exact controllability of stochastic control systems;Peng;Progr. Natur. Sci.,1994

5. BSDE in Finance;Karoui;J. Math. Fin.,1997

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Gaussian RBFNN method for solving FPK and BK equations in stochastic dynamical system with FOPID controller;International Journal of Non-Linear Mechanics;2023-07

2. Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition;Statistics & Probability Letters;2013-04

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