Keyword [non-Lipschitz condition] Result: 1 - 10 | Page: 1 of 1 1.  Dynamic Planning Of Asset Pricing, Steady Investment And Stochastic Optimal Control 2.  Properties For Nonlinear Expectations And L~ρ Solutions Of Backward Stochastic Differential Equations 3.  The Existence And Uniqueness Of The Solution To A Kind Of Forward_Backward Stochastic Differential Equation Under A Kind Of Non-Lipschitz Condition And The Application Of Portfolios 4.  A Density Result Of Backward Stochastic Differential Equation 5.  Solutions And Properties Of Multidimensional Mean-Field Backward Stochastic Differential Equations 6.  Existence And Uniqueness Of Solutions And Comparison Theorems For Anticipated Backward Stochastic Differential Equations 7.  Application Of The Convergence Of Random Differential Equations And The Taylor Expansion Method 8.  Averaging Principles For Stochastic Differential Equations Driven By G-Brownian Motion 9.  The Study Of A Few Kinds Of Stochastic Differential Equations In The G-Expectation Framework 10.  A Sharp Error Estimate Of Euler-Maruyama Method For Stochastic Volterra Integral Equations   <<First  <Prev  Next>  Last>>  Jump to

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