2 papers
math.PR2019
General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition
Tingting Li, Ziheng Xu, Shengjun Fan
This paper establishes an existence and uniqueness result for the adapted solution of a general time interval multidimensional backward stochastic differential equation (BSDE), whe…
math.DS2018
Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative -stable noises
Yanjie Zhang, Xiao Wang, Qiao Huang +2
The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric -stable noises may not adequately describe the time evolution for the probability densitie…