Shaolin Ji
On the Solvability of Forward-Backward Stochastic Differential Equations with Absorption Coefficients
Ji, Shaolin; Zhao, Huaizhong
Citation
Ji, S., & Zhao, H. (online). On the Solvability of Forward-Backward Stochastic Differential Equations with Absorption Coefficients
Journal Article Type | Article |
---|---|
Deposit Date | Oct 6, 2021 |
Journal | Chinese Journal of Contemporary Mathematics |
Peer Reviewed | Peer Reviewed |
Public URL | https://durham-repository.worktribe.com/output/1233957 |
You might also like
Stochastic differential games with controlled regime-switching
(2024)
Journal Article
Optimal Control of Probability on A Target Set for Continuous-Time Markov Chains
(2023)
Journal Article
Existence of geometric ergodic periodic measures of stochastic differential equations
(2023)
Journal Article
Periodic measures and Wasserstein distance for analysing periodicity of time series datasets
(2023)
Journal Article