Linear quadratic nonzero-sum differential games with random jumps (Q940010): Difference between revisions

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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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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+On solutions of backward stochastic differential equations with jumps and applications
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+Forward-backward stochastic differential equations with Brownian motion and Poisson process
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+Nonexistence and nonuniqueness of open-loop equilibria in linear- quadratic differential games
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+Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
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+Q3959169
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