MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS

Wen Lu ,  Yong Ren

대한수학회보

2017 .01

CONTINUOUS DEPENDENCE PROPERTIES ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATION

Fan ,  Sheng-Jun ,  Wu 외 3명

Journal of applied mathematics & computing

2007 .01

A NUMERICAL SCHEME TO SOLVE NONLINEAR BSDES WITH LIPSCHITZ AND NON-LIPSCHITZ COEFFICIENTS

FARD ,  OMID S. ,  KAMYAD 외 1명

Journal of applied mathematics & computing

2005 .01

BSDEs on finite and infinite time horizon with discontinuous coefficients

Pengju Duan ,  Yong Ren

대한수학회보

2013 .01

THE SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS

Han ,  Baoyan ,  Zhu 외 1명

Journal of applied mathematics & informatics

2011 .01

$L^p$ solutions for general time interval multidimensional BSDEs with weak monotonicity and general growth generators

Shengjun Fan ,  Yongpeng Dong

대한수학회논문집

2018 .01

MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS

Shengjun Fan ,  Yanbin Wang ,  Lishun Xiao

대한수학회보

2015 .01

REFLECTED BSDE DRIVEN BY A L$\acute{E}$VY PROCESS WITH STOCHASTIC LIPSCHITZ COEFFICIENT

Lu ,  Wen

Journal of applied mathematics & informatics

2010 .01

Minimal and maximal bounded solutions for quadratic BSDEs with stochastic conditions

Shengjun Fan ,  Huanhuan Luo

대한수학회보

2017 .01

$L^p$-solutions for reflected BSDEs with time delayed generators

Qing Zhou

대한수학회보

2016 .01

A NOTE ON THE LIPSCHITZ CLASSES OF PERIODIC STOCHASTIC PROCESSES

Choo ,  Jong Mi

충청수학회지

1995 .01

Oscillation theorems for perturbed differential equations of second order

김낙중

대한수학회보

2008 .01

OSCILLATORY PROPERTY OF SOLUTIONS FOR A CLASS OF SECOND ORDER NONLINEAR DIFFERENTIAL EQUATIONS WITH PERTURBATION

Zhang ,  Quanxin ,  Qiu 외 3명

Journal of applied mathematics & informatics

2010 .01

An optimal control problem of Stochastic Partial Differential Equations

Hyung-Chun Lee

한국산업응용수학회 학술대회 논문집

2011 .11

On martingale property of the stochastic integral equations

김원배

한국수학논문집

2015 .01

OSCILLATION THEOREMS FOR CERTAIN SECOND ORDER NONLINEAR DIFFERENTIAL EQUATIONS

Sun ,  Yibing ,  Han 외 5명

Journal of applied mathematics & informatics

2011 .01

INTERVAL OSCILLATION THEOREMS FOR SECOND-ORDER DIFFERENTIAL EQUATIONS

Bin ,  Zheng

Journal of applied mathematics & informatics

2009 .01

Infinite horizon optimal control problems of backward stochastic delay differential equations in Hilbert spaces

Hong Liang ,  Jianjun Zhou

대한수학회보

2020 .01

AN EXISTENCE OF THE SOLUTION TO NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS UNDER SPECIAL CONDITIONS

KIM ,  YOUNG-HO

Journal of applied mathematics & informatics

2019 .01

A Note on Gronwall's Inequality

Song ,  Se Mok

충청수학회지

1990 .01