Going forward \& backward with Jin Ma (Q6164083): Difference between revisions

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+https://doi.org/10.3934/naco.2023005
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+W4361803861
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+Backward-forward stochastic differential equations
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+Weak Solutions of Forward–Backward SDE's
@@ Property / cites work: Weak Solutions of Forward–Backward SDE's / rank @@
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+Numerical methods for forward-backward stochastic differential equations
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+Black's consol rate conjecture
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations
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+Representation theorems for backward stochastic differential equations
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+Path regularity for solutions of backward stochastic differential equations
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