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Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem
作者: Xuejun Shi
DOI:
10.1080/03610926.2021.1914098
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参考文章
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ShengJun Fan, Long Jiang,
A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes
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Qixiang Dong, Gang Li,
VIABILITY FOR SEMILINEAR DIFFERENTIAL EQUATIONS OF RETARDED TYPE
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Backward stochastic viability and related properties on Z for BSDEs with applications
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Mihai Necula, Marius Popescu, Ioan I. Vrabie,
Viability for delay evolution equations with nonlocal initial conditions
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10.1016/J.NA.2014.11.014
来源期刊
Communications in Statistics-theory and Methods
Informa UK Limited
2021 年,
Volume: , Issue: ,
Page: 1-22
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