A type of general forward-backward stochastic differential equations and applications (Q545411): Difference between revisions
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| Property / author | |||
| Property / author: Li Chen / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5911387 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic delayed differential equations | |||
| Property / zbMATH Keywords: stochastic delayed differential equations / rank | |||
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anticipated backward stochastic differential equations | |||
| Property / zbMATH Keywords: anticipated backward stochastic differential equations / rank | |||
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forward-backward stochastic differential equations | |||
| Property / zbMATH Keywords: forward-backward stochastic differential equations / rank | |||
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linear-quadratic stochastic optimal control with delay | |||
| Property / zbMATH Keywords: linear-quadratic stochastic optimal control with delay / rank | |||
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| Property / zbMATH Keywords | |||
nonzero sum stochastic differential game with delay | |||
| Property / zbMATH Keywords: nonzero sum stochastic differential game with delay / rank | |||
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Revision as of 11:18, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A type of general forward-backward stochastic differential equations and applications |
scientific article |
Statements
A type of general forward-backward stochastic differential equations and applications (English)
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22 June 2011
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stochastic delayed differential equations
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anticipated backward stochastic differential equations
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forward-backward stochastic differential equations
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linear-quadratic stochastic optimal control with delay
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nonzero sum stochastic differential game with delay
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