Comparison theorems for forward backward SDEs (Q1004255): Difference between revisions

@@ Property / author @@
-Zhen Wu
@@ Property / author: Zhen Wu / rank @@
-Normal rank
@@ Property / author @@
+Zhen Wu
@@ Property / author: Zhen Wu / rank @@
+Normal rank
@@ 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/10.1016/j.spl.2008.09.011
+Normal rank
@@ Property / OpenAlex ID @@
+W1991967907
@@ Property / OpenAlex ID: W1991967907 / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging options for a large investor and forward-backward SDE's
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Comparison theorems for stochastic differential equations in finite and infinite dimensions
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
+Normal rank
@@ Property / cites work @@
+Q4266941
@@ Property / cites work: Q4266941 / rank @@
+Normal rank
@@ Property / cites work @@
+The comparison theorem of FBSDE
@@ Property / cites work: The comparison theorem of FBSDE / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1004255