monotone coefficient
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Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space

Electronic Journal of Probability ◽

10.1214/21-ejp655 ◽

2021 ◽

Vol 26 (none) ◽

Author(s):

Tomasz Klimsiak ◽

Maurycy Rzymowski

Keyword(s):

Monotone Coefficient ◽

Reflected Bsdes

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Upper (lower) monotone coefficient of a point in Orlicz function spaces

Acta Mathematica Sinica English Series ◽

10.1007/s10114-016-3456-4 ◽

2016 ◽

Vol 32 (5) ◽

pp. 585-598

Author(s):

Hong Shi Ma ◽

Xin Bo Liu

Keyword(s):

Orlicz Function ◽

Function Spaces ◽

Monotone Coefficient

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Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient

Stochastic Analysis and Applications ◽

10.1081/sap-120037626 ◽

2004 ◽

Vol 22 (4) ◽

pp. 939-970 ◽

Cited By ~ 8

Author(s):

K. Bahlali ◽

E. H. Essaky ◽

Y. Ouknine

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Backward Stochastic Differential Equation ◽

Monotone Coefficient

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Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

Comptes Rendus Mathematique ◽

10.1016/s1631-073x(02)02542-6 ◽

2002 ◽

Vol 335 (9) ◽

pp. 757-762 ◽

Cited By ~ 20

Author(s):

Khaled Bahlali ◽

E.H Essaky ◽

M Hassani ◽

Etienne Pardoux

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Backward Stochastic Differential Equations ◽

Monotone Coefficient

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Singular perturbation approach to an elastic dry friction problem with non-monotone coefficient

Quarterly of Applied Mathematics ◽

10.1090/qam/1753401 ◽

2000 ◽

Vol 58 (2) ◽

pp. 303-324 ◽

Cited By ~ 1

Author(s):

Yves Renard

Keyword(s):

Singular Perturbation ◽

Dry Friction ◽

Perturbation Approach ◽

Monotone Coefficient

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