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A novel efficient technique for solving nonlinear stochastic Itô–Volterra integral equations Journal article
Expert Systems with Applications,2024, volume: 238
Authors:  Boukhelkhal, Ikram;  Zeghdane, Rebiha;  Elsawah, A. M.
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Discrete time approximation of fully nonlinear HJB equations via BSDES with nonpositive jumps Journal article
Annals of Applied Probability,2015, volume: 25, issue: 4, pages: 2301-2338
Authors:  Kharroubi, Idris;  Langrené, Nicolas;  Pham, Huyên
Favorite  |  View/Download:4/0  |  Submit date:2022/08/29
Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations Journal article
Frontiers of Mathematics in China,2014, volume: 9, issue: 3, pages: 601-622
Authors:  Wang, Miao;  Wu, Jianglun
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A link of stochastic differential equations to nonlinear parabolic equations Journal article
Science China Mathematics,2012, volume: 55, issue: 10, pages: 1971-1976
Authors:  Truman, Aubrey;  Wang, Feng Yu;  Wu, Jianglun;  Yang, Wei
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On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws Journal article
Journal of Functional Analysis,2006, volume: 238, issue: 2, pages: 612-635
Authors:  Truman, Aubrey;  Wu, Jianglun
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