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Yuecai HAN, Yifang SUN.
SOLUTIONS TO BSDES DRIVEN BY BOTH FRACTIONAL BROWNIAN MOTIONS AND THE UNDERLYING STANDARD BROWNIAN MOTIONS
[J]. Acta mathematica scientia,Series B, 2018, 38(2): 681-694.
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Sanjukta DAS, Dwijendra PANDEY, N. SUKAVANAM.
EXISTENCE OF SOLUTION AND APPROXIMATE CONTROLLABILITY OF A SECOND-ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATION WITH STATE DEPENDENT DELAY
[J]. Acta mathematica scientia,Series B, 2016, 36(5): 1509-1523.
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Yue GUAN, Hua ZHANG.
CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS
[J]. Acta mathematica scientia,Series B, 2016, 36(2): 487-498.
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JIA Guang-Yan, ZHANG Na.
INVARIANT REPRESENTATION FOR STOCHASTIC DIFFERENTIAL OPERATOR BY BSDES WITH UNIFORMLY CONTINUOUS COEFFICIENTS AND ITS APPLICATIONS
[J]. Acta mathematica scientia,Series B, 2013, 33(5): 1407-1418.
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JIANG Guo, WANG Xiang-Jun.
REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH NON-LIPSCHITZ COEFFICIENTS
[J]. Acta mathematica scientia,Series B, 2013, 33(3): 872-882.
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QiAO Hui-Jie.
HOMEOMORPHISM FLOWS FOR NON-LIPSCHITZ SDES DRIVEN BY LÉVY PROCESSES
[J]. Acta mathematica scientia,Series B, 2012, 32(3): 1115-1125.
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WU Zhen, XIAO Hua.
MULTI-DIMENSIONAL REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND THE COMPARISON THEOREM
[J]. Acta mathematica scientia,Series B, 2010, 30(5): 1819-1836.
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LV Yu-Hua, TUN Rong, XU Run.
THE JOINT DISTRIBUTIONS OF SOME ACTUARIAL DIAGNOSTICS FOR THE JUMP-DIFFUSION RISK PROCESS
[J]. Acta mathematica scientia,Series B, 2010, 30(3): 664-676.
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Long Hongwei.
PARAMETER ESTIMATION FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SMALL STABLE NOISES FROM DISCRETE OBSERVATIONS
[J]. Acta mathematica scientia,Series B, 2010, 30(3): 645-663.
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Li Juan.
FULLY COUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH GENERAL MARTINGALE
[J]. Acta mathematica scientia,Series B, 2006, 26(3): 443-450.
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Xie Peng.
LIMIT THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALES IN MANIFOLDS
[J]. Acta mathematica scientia,Series B, 2005, 25(4): 639-646.
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TUN Zhen.
FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOPPING TIME
[J]. Acta mathematica scientia,Series B, 2004, 24(1): 91-99.
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ZHOU Shao-Fu, WANG Xiang-Jun.
STOCHASTIC DIFFERENTIAL UTILITY UNDER ON-LIPSCHITZ CONDITIONS 1
[J]. Acta mathematica scientia,Series B, 2000, 20(4): 476-484.
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ZHANG Shun-Meng, LIU Zai-Hua.
GENERAL BLACK-SCHOLES MODEL OF SECURITY VALUATION
[J]. Acta mathematica scientia,Series B, 1999, 19(3): 279-288.
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Wu Jianglun.
ON THE EXISTENCE OF SOLUTIONS TO D'-VALUED STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING EVOLUTION DRIFT
[J]. Acta mathematica scientia,Series B, 1995, 15(S1): 91-102.
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