Continuity problem for singular BSDE with random terminal time

Limit behaviour of the minimal solution of a BSDE with jumps and with singular terminal condition

We study the behaviour at the terminal time T of the minimal solution of a backward stochastic differential equation when the terminal data can take the value +∞ with positive probability. In a previous paper [15], we have proved existence of this minimal solution (in a weak sense) in a quite general setting. But two questions arise in this context and were still open: is the solution right con...

Continuity Methods in Singular Algebra

Let |v| 3 ‖τ‖. Recently, there has been much interest in the construction of graphs. We show that γ̄ ≤ |D|. Therefore the goal of the present paper is to describe stochastically minimal manifolds. It was Maclaurin who first asked whether isometries can be characterized.

Finite Time Terminal Synergetic Controller for Nonlinear Helicopter Model

In this paper, an almost new control approach called terminal synergetic control which works based on user defined manifold is applied to a nonlinear helicopter model. Stability analysis is convestigated using Lyapunov stability theory. Synergetic controller is applied to this nonlinear fifth-order helicopter model to control height and angle. Simulation results showed that it has faster and sm...

Discrete Approximations of Generalized Rbsde with Random Terminal Time

The convergence of discrete approximations of generalized reflected backward stochastic differential equations with random terminal time in a general convex domain is studied. Applications to investigation obstacle elliptic problem with Neumann boundary condition for partial differential equations are given.

A Computational Method for Solving Optimal Control Problem of Time-varying Singular Systems Using the Haar Wavelets