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

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