Solutions to general forward-backward doubly stochastic differential equations (Q1030383): Difference between revisions

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+Adapted solution of a backward stochastic differential equation
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+Backward Stochastic Differential Equations in Finance
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+Forward-backward stochastic differential equations and their applications
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+Backward-forward stochastic 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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+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
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+Infinite horizon forward-backward stochastic differential equations
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+Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions.
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+Conjugate convex functions in optimal stochastic control
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+A type of time-symmetric forward-backward stochastic differential equations
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+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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+Singularly perturbed boundary value problems
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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