Loading…
Login
Scholar Register
Business Register
Subscribe
Loading…
Article Title
Abstract
Keyword
Category
MESH Heading
Grant Agency
RCAID
DOI
PMID
PMCID
Author
Affiliation
Email
Journal Title
ISSN
Publisher
Loading…
Contains
Equals
Find an Article
Find an Article (55631870)
Find a Category (125)
Find a Journal (6166)
Find a Scholar (4157)
Find an Academic Assistant (18)
Find an Article PDF (4635029)
Today's Articles (74)
Subscriber (50019)
Citation(s) in
RCA
3
(from Reference Citation Analysis)
Indexed Articles
Today (0)
Yesterday (0)
This Week (0)
Last Week (0)
Current Month (0)
Last Month (0)
Ranked By
Impact Index Per Article
Citation(s) in
RCA
Results Analysis
Year Published Analysis
Article Type Analysis
Journal Title Analysis
Category Analysis
Results Analysis
Year Published
2020 (1)
2015 (1)
2012 (1)
Show more
Refine
Article Statistics
RCA (3)
SCIE (3)
Open (1)
Refine
Publication Titles
ANNALS OF APPLIED PROBABILITY (1)
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (1)
SYMMETRY-BASEL (1)
Show more
Refine
Category
Statistics & Probability (2)
Multidisciplinary Sciences (1)
Show more
Refine
For:
Wu Z
, Xu M.
Comparison theorems for forward backward SDEs.
Stat Probab Lett
2009. [DOI:
10.1016/j.spl.2008.09.011
]
[
Citation(s) in
RCA
: 9
]
[
Impact Index Per Article: 0.6
]
[
Reference Citation Analysis
]
[
What about the content of this article? (
0
)
]
[
Track Full Text
]
[
Journal Information
]
[
Submit a Manuscript
]
[
Subscribe
]
[
Scholar Register
]
[Indexed: 11/28/2022]
Number
Cited by Other Article(s)
1
Backward Doubly Stochastic Differential Equations with Markov Chains and a Comparison Theorem.
Symmetry (Basel)
2020. [DOI:
10.3390/sym12121953
]
[
Citation(s) in
RCA
: 2
]
[
Impact Index Per Article: 0.5
]
[
Reference Citation Analysis
]
[
Abstract
]
[
Track Full Text
]
[
Journal Information
]
[
Subscribe
]
[
Scholar Register
]
[Indexed: 11/16/2022]
Open
Abstract
In this paper we study the existence and uniqueness of solutions for one kind of backward doubly stochastic differential equations (BDSDEs) with Markov chains. By generalizing the Itô’s formula, we study such problem under the Lipschitz condition. Moreover, thanks to the Yosida approximation, we solve such problem under monotone condition. Finally, we give the comparison theorems for such equations under the above two conditions respectively.
Collapse
Key Words
Collapse
MESH Headings
Collapse
Grants
Collapse
Affiliation(s)
Collapse
2
Ma J
, Wu Z, Zhang D, Zhang J. On well-posedness of forward–backward SDEs—A unified approach.
ANN APPL PROBAB
2015. [DOI:
10.1214/14-aap1046
]
[
Citation(s) in
RCA
: 67
]
[
Impact Index Per Article: 7.4
]
[
Reference Citation Analysis
]
[
Track Full Text
]
[
Journal Information
]
[
Subscribe
]
[
Scholar Register
]
[Indexed: 11/19/2022]
Abstract
Collapse
Key Words
Collapse
MESH Headings
Collapse
Grants
Collapse
Affiliation(s)
Collapse
3
Ma J
, Yin H, Zhang J. On non-Markovian forward–backward SDEs and backward stochastic PDEs.
Stoch Process Their Appl
2012. [DOI:
10.1016/j.spa.2012.08.002
]
[
Citation(s) in
RCA
: 17
]
[
Impact Index Per Article: 1.4
]
[
Reference Citation Analysis
]
[
Track Full Text
]
[
Journal Information
]
[
Submit a Manuscript
]
[
Subscribe
]
[
Scholar Register
]
[Indexed: 10/28/2022]
Abstract
Collapse
Key Words
Collapse
MESH Headings
Collapse
Grants
Collapse
Affiliation(s)
Collapse
Page 1 of 1
1
Loading…
Loading…
Export Articles to File
Export Citation Analysis
Export Citation Analysis
Article Number From
to
A maximum of 600 records can be exported at a time.
Format:
*
Excel
Plain Text
PDF
WORD
Invalid value
Loading…
Click to Download the Exported File
Loading…
Loading…
© 2004-2024 Baishideng Publishing Group Inc. All rights reserved. 7041 Koll Center Parkway, Suite 160, Pleasanton, CA 94566, USA
Select the Category
Loading…
Loading…
Impact Index Per Article
Calculation for Impact Index Per Article
Times Cited ÷ Number of Years = Impact Index Per Article
TM
Loading…
