Linear forward-backward stochastic differential equations with random coefficients (Q818818): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00440-005-0452-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2037048342
@@ Property / OpenAlex ID: W2037048342 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward-forward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Linear Quadratic Optimal Stochastic Control with Random Coefficients
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
+Normal rank
@@ Property / cites work @@
+Stochastic linear quadratic optimal control problems with random coefficients
+Normal rank
@@ Property / cites work @@
+Stochastic linear quadratic optimal control problems
+Normal rank
@@ Property / cites work @@
+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with constraints on the gains-process
+Normal rank
@@ Property / cites work @@
+On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+A dynamic maximum principle for the optimization of recursive utilities under constraints.
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Indefinite Stochastic Riccati Equations
@@ Property / cites work: Indefinite Stochastic Riccati Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+Multidimensional Backward Stochastic Riccati Equations and Applications
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
+Normal rank
@@ Property / cites work @@
+General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
+Normal rank
@@ Property / cites work @@
+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
+Normal rank
@@ Property / cites work @@
+Linear forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank