Stability of backward stochastic differential equations-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Stability of backward stochastic differential equations

Published:1996-03 Issue:1 Volume:62 Page:103-114
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Antonelli Fabio

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference23 articles.

1. Backward forward stochastic differential equations;Antonelli;Ann. Appl. Probab.,1993

2. On Convergence of Semimartingales;Barlow,1989

3. Convergence of Probability Measures;Billingsley,1968

4. Probabilities and Potentials B;Dellacherie,1982

5. Quelques applications de la formule de changement de variables pour les semimartingales;Doléans-Dade;Z Wahrscheinlichkeitstheorie,1970

Cited by 11 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. Soliton theory and modulation instability analysis: The Ivancevic option pricing model in economy;Alexandria Engineering Journal;2022-10

2. Integrability, Variational Principle, Bifurcation, and New Wave Solutions for the Ivancevic Option Pricing Model;Journal of Mathematics;2022-09-09

3. Stability analysis of backward uncertain differential equations;International Journal of Computer Mathematics: Computer Systems Theory;2019-04-03

4. Backward nonlinear expectation equations;Mathematics and Financial Economics;2017-08-23

5. Optimal consumption and investment with Epstein–Zin recursive utility;Finance and Stochastics;2016-12-06

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP