A type of general forward-backward stochastic differential equations and applications (Q545411): Difference between revisions

@@ Property / author @@
-Li Chen
@@ Property / author: Li Chen / rank @@
-Normal rank
@@ Property / author @@
+Li Chen
@@ Property / author: Li Chen / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5911387
@@ Property / zbMATH DE Number: 5911387 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic delayed differential equations
@@ Property / zbMATH Keywords: stochastic delayed differential equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+anticipated backward stochastic differential equations
+Normal rank
@@ Property / zbMATH Keywords @@
+forward-backward stochastic differential equations
+Normal rank
@@ Property / zbMATH Keywords @@
+linear-quadratic stochastic optimal control with delay
+Normal rank
@@ Property / zbMATH Keywords @@
+nonzero sum stochastic differential game with delay
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@@ 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/s11401-011-0631-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2014999764
@@ Property / OpenAlex ID: W2014999764 / rank @@
+Normal rank
@@ Property / cites work @@
+A Delayed Black and Scholes Formula
@@ Property / cites work: A Delayed Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging options for a large investor and forward-backward SDE's
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q3707054
@@ Property / cites work: Q3707054 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3159178
@@ Property / cites work: Q3159178 / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
+Normal rank
@@ Property / cites work @@
+Anticipated backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4266941
@@ Property / cites work: Q4266941 / rank @@
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games
+Normal rank
@@ Property / cites work @@
+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:545411