Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226): Difference between revisions

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+Adapted solution of a backward stochastic differential equation
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+Stochastic Differential Utility
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Solution of 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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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Backward stochastic differential equations and integral-partial differential equations
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+On solutions of backward stochastic differential equations with jumps and applications
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+Backward Stochastic Differential Equations in Finance
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+Q3959169
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+https://doi.org/10.1007/bf02684045
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+W32385090
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