A type of time-symmetric forward-backward stochastic differential equations (Q1408214): Difference between revisions

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+Yu-feng Shi
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+MaRDI publication profile
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+Backward-forward stochastic differential equations
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+Q3929443
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+Conjugate convex functions in optimal stochastic control
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+Backward Stochastic Differential Equations in Finance
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions.
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+Infinite horizon forward-backward stochastic differential equations
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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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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s1631-073x(03)00183-3
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+W1991810607
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