Solution of forward-backward stochastic differential equations (Q1900239): Difference between revisions

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+MaRDI publication profile
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+Backward-forward stochastic differential equations
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+Efficient and equilibrium allocations with stochastic differential utility
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+Black's consol rate conjecture
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+\(N\)-person differential games governed by semilinear stochastic evolution systems
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+Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions
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+Adapted solution of a backward semilinear stochastic evolution equation
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Adapted solution of a backward stochastic differential equation
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+Q4029028
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
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+Publication:1900239