Fully coupled forward–backward stochastic dynamics and functional differential systems (Q5251124): Difference between revisions

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+Backward-forward stochastic differential equations
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+Conjugate convex functions in optimal stochastic control
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+On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
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+Backward stochastic differential equations with time delayed generators -- results and counterexamples
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+FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity
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+Backward Stochastic Differential Equations in Finance
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+Solution of forward-backward stochastic differential equations
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+Backward stochastic dynamics on a filtered probability space
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Forward-backward stochastic differential equations and their applications
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+Adapted solution of a backward stochastic differential equation
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+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
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+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
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+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
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+The wellposedness of FBSDEs
@@ Property / cites work: The wellposedness of FBSDEs / rank @@
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