\(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2069509892 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1302.0936 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward-forward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conjugate convex functions in optimal stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic representation for solutions of Isaacs' type integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solution of forward-backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential games for fully coupled FBSDEs with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving forward-backward stochastic differential equations explicitly -- a four step scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: On well-posedness of forward-backward SDEs -- a unified approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4029028 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations and quasilinear parabolic PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic interpretation for systems of quasilinear parabolic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized dynamic programming principle and hamilton-jacobi-bellman equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations with Brownian motion and Poisson process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration / rank
 
Normal rank

Revision as of 09:22, 7 July 2024

scientific article
Language Label Description Also known as
English
\(L^p\) estimates for fully coupled FBSDEs with jumps
scientific article

    Statements

    \(L^p\) estimates for fully coupled FBSDEs with jumps (English)
    0 references
    0 references
    0 references
    26 February 2014
    0 references
    fully coupled forward-backward stochastic differential equations with jumps
    0 references
    \(L^p\) estimates
    0 references
    0 references

    Identifiers