Pages that link to "Item:Q1933292"
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The following pages link to A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292):
Displaying 4 items.
- Extinction and persistence of a stochastic SIRS epidemic model with saturated incidence rate and transfer from infectious to susceptible (Q1713541) (← links)
- Non-smooth analysis method in optimal investment-BSDE approach (Q1716351) (← links)
- Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations (Q2287243) (← links)
- A comonotonic theorem for BSDEs (Q2485815) (← links)