Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (Q5060169): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1051/cocv/2022073 / rank
Normal rank
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W4308531168 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q115334407 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence theory for coupled nonlinear third-order ordinary differential equations with nonlocal multi-point anti-periodic type boundary conditions on an arbitrary domain / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward-forward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs / 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: Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Well-posedness of fully coupled linear forward-backward stochastic differential equations / 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: Solving forward-backward stochastic differential equations explicitly -- a four step scheme / 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: Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On multiple solutions for a fourth order nonlinear singular boundary value problems arising in epitaxial growth theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4392053 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear forward-backward stochastic differential equations with random coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalent cost functionals and stochastic linear quadratic optimal control problems / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1051/COCV/2022073 / rank
 
Normal rank

Latest revision as of 15:47, 30 December 2024

scientific article; zbMATH DE number 7643485
Language Label Description Also known as
English
Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations
scientific article; zbMATH DE number 7643485

    Statements

    Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (English)
    0 references
    0 references
    0 references
    0 references
    18 January 2023
    0 references
    forward-backward stochastic differential equations
    0 references
    well-posedness
    0 references
    equivalent family
    0 references
    linear transformation
    0 references
    linear quadratic problem
    0 references
    0 references
    0 references

    Identifiers