نتایج جستجو برای: backward differential formula

تعداد نتایج: 395919  

Journal: :Journal of Differential Equations 2021

In this paper, we study the solvability of anticipated backward stochastic differential equations (BSDEs, for short) with quadratic growth one-dimensional case and multi-dimensional case. these BSDEs, generator f(?), which is in Z?, involves not only present information solution (Y?,Z?) but also its future one. The existence uniqueness such under different conditions, are derived several termin...

Journal: :Journal of Statistical Planning and Inference 2014

Journal: :Теория вероятностей и ее применения 2007

Journal: :Теория вероятностей и ее применения 2005

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