Colección: TEMAS

Temas Cantidad
$G$-Brownian motion; $G$-expectation; increasing processes; $G$-It\^o's formula; $G$-stochastic differential equations; reflecting boundary conditions1
60H103
Backward stochastic differential equation ; Generator of superquadratic growth ; Unbounded terminal condition ; Existence result1
DiPerna-Lions theory, Generalized stochastic flows, Poisson point processes, Fokker-Planck equations1