Anticipated mean-field backward stochastic differential equations with jumps (Q829818): Difference between revisions

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+Mean-field backward stochastic differential equations: A limit approach
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+Mean-field backward stochastic differential equations and related partial differential equations
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+Mean-field stochastic differential equations and associated PDEs
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+Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations
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+Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
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+Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients
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+Mean-field SDEs with jumps and nonlocal integral-PDEs
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+Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
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+Anticipated backward stochastic differential equations on Markov chains
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+Anticipated backward stochastic differential equations
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+Some properties of generalized anticipated backward stochastic differential equations
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@@ Property / DOI @@
+.1007/S10986-020-09484-8
@@ Property / DOI: 10.1007/S10986-020-09484-8 / rank @@
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