1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2022★ 1 cited
Backward Stochastic Differential Equations with interaction
Jasmina Đorđević, Andrey Dorogovtsev
In this paper backward stochastic differential equations with interaction (shorter BSDEs with interaction) are introduced. Far to our knowledge, this type of equation is not seen i…
math.PR2021
Clark representation formula for the solution to equation with interaction
Jasmina Đorđević, Andrey Dorogovtsev
In this paper Clark-Ocone representation for solution to measure-valued equation with interaction is studied. It is proven that the integrand is absolutely continuous with respect…