Random Operators and Stochastic Equations

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A new numerical method for 1-D backward stochastic differential equations without using conditional expectations

An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications

The optimal control of the consumer fund with the functions of the insurance company under assumption of the work on the financial market with the advertising strategy

Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients

This paper investigates two existence theorems for the path-dependent heat equation, which is the Kolmogorov equation related to the window Brownian motion, considered as a C([−T, 0])-valued process. We concentrate on two general existence results of its classical solutions related to different classes of final conditions: the first one is given by a cylindrical non necessarily smooth r.v., the second one is a smooth generic functional.

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