On approximation of the backward stochastic differential equation (vol 150, pg 111, 2014)

被引：0
|
作者：
Kutoyants, Yury A. [1 ,2 ]
Zhou, Li [3 ]
机构：
[1] Univ Maine, Lab Stat & Proc, F-72085 Le Mans, France
[2] Higher Sch Econ, Lab Quantit Finance, Moscow, Russia
[3] Shandong Univ, Sch Math & Stat, Weihai 264209, Peoples R China
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2015年 / 163卷
关键词：
D O I：
10.1016/j.jspi.2014.06.003
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：48 / 48
页数：1
相关论文
共 50 条
  • [1] On approximation of the backward stochastic differential equation
    Kutoyants, Yury A.
    Zhou, Li
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2014, 150 : 111 - 123
  • [2] A general backward stochastic differential equation
    Shi, Chunhua
    Proceedings of the Fourth International Conference on Information and Management Sciences, 2005, 4 : 595 - 601
  • [3] Numerical Approximation for Backward Stochastic Differential Equations
    Negrea, Romeo
    Hedrea, Ciprian
    IEEE 9TH INTERNATIONAL CONFERENCE ON COMPUTATIONAL CYBERNETICS (ICCC 2013), 2013, : 231 - 235
  • [4] Anticipated Backward Stochastic Differential Equation with Reflection
    Feng, Xinwei
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2016, 45 (05) : 1676 - 1688
  • [5] Backward stochastic differential equation with random measures
    Xia Jianming
    Acta Mathematicae Applicatae Sinica, 2000, 16 (3) : 225 - 234
  • [6] Approximation of Solutions of a Stochastic Differential Equation
    Das, Sanjukta
    Pandey, D. N.
    Sukavanam, N.
    MATHEMATICAL ANALYSIS AND ITS APPLICATIONS, 2015, 143 : 51 - 62
  • [7] Stochastic stability of backward stochastic differential equation of Ito type
    Zhang, Yan
    Qin, Mingda
    Beijing Keji Daxue Xuebao/Journal of University of Science and Technology Beijing, 20 (04): : 390 - 393
  • [8] Approximation Solutions of Backward Fuzzy Stochastic Differential Equations
    Sarhan, Falah Hassan
    Ismail, Hassan Khaleel
    INTERNATIONAL JOURNAL OF MATHEMATICS AND COMPUTER SCIENCE, 2023, 18 (04): : 647 - 654
  • [9] On a class of backward doubly stochastic differential equations (vol 217, pg 8754, 2011)
    Jankovic, Svetlana
    Djordjevic, Jasmina
    Jovanovic, Miljana
    APPLIED MATHEMATICS AND COMPUTATION, 2012, 218 (17) : 9033 - 9034
  • [10] A Maximum Principle for General Backward Stochastic Differential Equation
    WU Shuang
    SHU Lan
    JournalofSystemsScience&Complexity, 2016, 29 (06) : 1505 - 1518
12345