JOURNAL ARTICLE

Backward doubly stochastic differential equations with discontinuous coefficients

Modeste N’ziJean-Marc Owo

Year: 2008 Journal:   Statistics & Probability Letters Vol: 79 (7)Pages: 920-926   Publisher: Elsevier BV
Keywords:
Mathematics Stochastic differential equation Applied mathematics Stochastic partial differential equation Differential equation Mathematical analysis

Metrics

30
Cited By
2.90
FWCI (Field Weighted Citation Impact)
15
Refs
0.93
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Differential Equations and Numerical Methods
Physical Sciences →  Mathematics →  Numerical Analysis
Nonlinear Differential Equations Analysis
Physical Sciences →  Mathematics →  Applied Mathematics

Related Documents

JOURNAL ARTICLE

Reflected backward doubly stochastic differential equations with discontinuous coefficients

Zhi LiJiao Wan Luo

Journal:   Acta Mathematica Sinica English Series Year: 2013 Vol: 29 (4)Pages: 639-650
JOURNAL ARTICLE

A class of backward doubly stochastic differential equations with discontinuous coefficients

Qingfeng ZhuYufeng Shi

Journal:   Acta Mathematicae Applicatae Sinica English Series Year: 2011 Vol: 30 (4)Pages: 965-976
JOURNAL ARTICLE

One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients

Zhi LiJiaowan Luo

Journal:   Statistics & Probability Letters Year: 2012 Vol: 82 (10)Pages: 1841-1848
JOURNAL ARTICLE

Discontinuous backward doubly stochastic differential equations with Poisson jumps

Yaya SagnaAhmadou Bamba Sow

Journal:   Afrika Matematika Year: 2016 Vol: 28 (1-2)Pages: 151-163
© 2026 ScienceGate Book Chapters — All rights reserved.