Backward Doubly Stochastic Differential Equation - Articles

Stochastic Viscosity Solutions for SPDEs with Discontinuous Coefficients (Articles)

Yidong Zhang

Applied Mathematics Vol.11 No.11, November 30, 2020

DOI: 10.4236/am.2020.1111083 777 Downloads 1,672 Views Citations
Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions (Articles)

Jean-Marc Owo

Applied Mathematics Vol.6 No.14, December 23, 2015

DOI: 10.4236/am.2015.614197 3,566 Downloads 4,532 Views Citations
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach (Articles)

Marina Di Giacinto

Journal of Mathematical Finance Vol.8 No.2, April 4, 2018

DOI: 10.4236/jmf.2018.82019 1,370 Downloads 4,312 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.10 No.1, December 13, 2019

DOI: 10.4236/jmf.2020.101001 846 Downloads 2,108 Views Citations
A New Second Order Numerical Scheme for Solving Forward Backward Stochastic Differential Equations with Jumps (Articles)

Hongqiang Zhou, Yang Li, Zhe Wang

Applied Mathematics Vol.7 No.12, July 29, 2016

DOI: 10.4236/am.2016.712121 2,027 Downloads 3,595 Views Citations
Risk Measures and Nonlinear Expectations (Articles)

Zengjing Chen, Kun He, Reg Kulperger

Journal of Mathematical Finance Vol.3 No.3, August 22, 2013

DOI: 10.4236/jmf.2013.33039 4,591 Downloads 8,028 Views Citations
Mean Square Solutions of Second-Order Random Differential Equations by Using the Differential Transformation Method (Articles)

Ayad R. Khudair, S. A. M. Haddad, Sanaa L. Khalaf

Open Journal of Applied Sciences Vol.6 No.4, April 28, 2016

DOI: 10.4236/ojapps.2016.64028 2,739 Downloads 4,373 Views Citations
Stability Criteria of Solutions for Stochastic Set Differential Equations (Articles)

Ho Vu, Nguyen Ngoc Phung, Ngo Van Hoa, Nguyen Dinh Phu

Applied Mathematics Vol.3 No.4, April 27, 2012

DOI: 10.4236/am.2012.34055 5,502 Downloads 9,609 Views Citations
Modeling Election Problem by a Stochastic Differential Equation (Articles)

Nguyen Thanh Trung

American Journal of Operations Research Vol.8 No.6, October 30, 2018

DOI: 10.4236/ajor.2018.86024 1,115 Downloads 3,359 Views Citations
Two Implicit Runge-Kutta Methods for Stochastic Differential Equation (Articles)

Fuwen Lu, Zhiyong Wang

Applied Mathematics Vol.3 No.10, October 12, 2012

DOI: 10.4236/am.2012.310162 5,693 Downloads 9,628 Views Citations
Brownian Motion & the Stochastic Behavior of Stocks (Articles)

Pantelis Tassopoulos, Yorgos Protonotarios

Journal of Mathematical Finance Vol.12 No.1, February 15, 2022

DOI: 10.4236/jmf.2022.121009 446 Downloads 3,912 Views Citations
Optimal Strategies for COVID-19 Control in a Stochastic Process (Articles)

Bongor Danhree, Koina Rodoumta

Applied Mathematics Vol.16 No.10, October 28, 2025

DOI: 10.4236/am.2025.1610037 79 Downloads 540 Views Citations
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps via Malliavin Calculus (Articles)

Qing Zhou, Yong Ren

Journal of Applied Mathematics and Physics Vol.6 No.1, January 16, 2018

DOI: 10.4236/jamp.2018.61014 1,071 Downloads 2,535 Views Citations
Optimal Error Estimates of the Crank-Nicolson Scheme for Solving a Kind of Decoupled FBSDEs (Articles)

Zhe Wang, Yang Li

Journal of Applied Mathematics and Physics Vol.6 No.2, February 8, 2018

DOI: 10.4236/jamp.2018.62032 936 Downloads 2,041 Views Citations
The Sum and Difference of Two Constant Elasticity of Variance Stochastic Variables (Articles)

Chi-Fai Lo

Applied Mathematics Vol.4 No.11, November 5, 2013

DOI: 10.4236/am.2013.411203 4,691 Downloads 7,042 Views Citations
An Adaptive Time-Step Backward Differentiation Algorithm to Solve Stiff Ordinary Differential Equations: Application to Solve Activated Sludge Models (Articles)

Jamal Alikhani, Bahareh Shoghli, Ujjal Kumar Bhowmik, Arash Massoudieh

American Journal of Computational Mathematics Vol.6 No.4, November 11, 2016

DOI: 10.4236/ajcm.2016.64031 2,453 Downloads 5,388 Views Citations
Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model (Articles)

Chunxiang A, Yi Shao

Journal of Mathematical Finance Vol.7 No.3, July 31, 2017

DOI: 10.4236/jmf.2017.73037 1,456 Downloads 3,144 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
Local Existence of Solution to a Class of Stochastic Differential Equations with Finite Delay in Hilbert Spaces (Articles)

Le Anh Minh, Hoang Nam, Nguyen Xuan Thuan

Applied Mathematics Vol.4 No.1, January 28, 2013

DOI: 10.4236/am.2013.41017 4,409 Downloads 6,727 Views Citations
Stochastic Modelling of Solution Particle Movement: An Individual Case of Coupled Concentration Gradient Dependent and Independent Movements of Efavirenz (Articles)

Tafireyi Nemaura

Journal of Applied Mathematics and Physics Vol.5 No.5, May 16, 2017

DOI: 10.4236/jamp.2017.55090 1,366 Downloads 2,254 Views Citations
Theories on the Relationship between Price Process and Stochastic Volatility Matrix with Compensated Poisson Jump Using Fourier Transforms (Articles)

Perpetual Saah Andam, Joseph Ackora-Prah, Sure Mataramvura

Journal of Mathematical Finance Vol.7 No.3, July 18, 2017

DOI: 10.4236/jmf.2017.73033 1,186 Downloads 2,510 Views Citations

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