Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

By Yufeng Shi, Yanling Gu, Kai Liu. 2005

93 citations recorded by the source corpus.

Subfields: Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/c3535444bae85f619d0b95155f5880df117e3ddb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Huaizhong Zhao
2. Qi S. Zhang
3. Chunrong Feng

In Numerical Analysis

1. Huaizhong Zhao
2. Qi S. Zhang

Citations in the corpus

• Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients (2006, methodology): “In [ 17 ], Mohammed, Zhang and Zhao introduced an integral equation of infinite horizon for the stationary solutions of certain stochastic evolution equations.”