Pages that link to "Item:Q1308701"
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The following pages link to Backward-forward stochastic differential equations (Q1308701):
Displaying 50 items.
- Stability of backward stochastic differential equations (Q1915848) (← links)
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
- Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps (Q1937767) (← links)
- A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
- Exchange rate bifurcation in a stochastic evolutionary finance model (Q1938897) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- Forward backward SDEs in weak formulation (Q2001569) (← links)
- Backward stochastic Volterra integral equations -- a brief survey (Q2016921) (← links)
- Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
- A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
- Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations (Q2081748) (← links)
- Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control (Q2089111) (← links)
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
- On forward-backward stochastic differential equations in a domination-monotonicity framework (Q2115131) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- Convergence of the deep BSDE method for coupled FBSDEs (Q2223111) (← links)
- A modified MSA for stochastic control problems (Q2234329) (← links)
- Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007) (← links)
- Utility maximization via decoupling fields (Q2240471) (← links)
- Global solutions of stochastic Stackelberg differential games under convex control constraint (Q2242947) (← links)
- A note on FBSDE characterization of mean exit times (Q2272016) (← links)
- Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
- An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations (Q2287239) (← links)
- Forward-backward SDEs with distributional coefficients (Q2289778) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
- The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
- Solutions for functional fully coupled forward-backward stochastic differential equations (Q2344869) (← links)
- Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
- Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space (Q2348294) (← links)
- Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
- On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
- Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
- Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
- A term structure model with preferences for the timing of resolution of uncertainty (Q2365065) (← links)
- Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500) (← links)
- Well-posedness of fully coupled linear forward-backward stochastic differential equations (Q2419750) (← links)
- \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
- Time discretization and Markovian iteration for coupled FBSDEs (Q2476402) (← links)
- On a class of forward-backward stochastic differential systems in infinite dimensions (Q2478411) (← links)
- FBSDE approach to utility portfolio selection in a market with random parameters (Q2479338) (← links)
- Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems (Q2481925) (← links)
- Rational expectations models: An approach using forward-backward stochastic differential equations (Q2482634) (← links)
- A forward-backward stochastic algorithm for quasi-linear PDEs (Q2494576) (← links)
- Existence of the solutions of backward-forward SDE's with continuous monotone coefficients (Q2497820) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
- Numerical methods for forward-backward stochastic differential equations (Q2564697) (← links)
- The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients (Q2654205) (← links)
