Pages that link to "Item:Q1326299"
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The following pages link to Solving forward-backward stochastic differential equations explicitly -- a four step scheme (Q1326299):
Displayed 50 items.
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
- Small-time solvability of a flow of forward-backward stochastic differential equations (Q2045128) (← links)
- Random perturbations in a mathematical model of bacterial resistance: analysis and optimal control (Q2047718) (← links)
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← 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)
- 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)
- Kernel learning backward SDE filter for data assimilation (Q2133767) (← links)
- A forward-backward SDE from the 2D nonlinear stochastic heat equation (Q2135403) (← links)
- Backward-forward linear-quadratic mean-field Stackelberg games (Q2136674) (← links)
- A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations (Q2155507) (← links)
- Convergence of deep fictitious play for stochastic differential games (Q2170300) (← links)
- \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
- An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322) (← links)
- Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach (Q2176249) (← links)
- Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs (Q2182619) (← links)
- Optimal position targeting via decoupling fields (Q2192736) (← links)
- An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- A robust Kalman-Bucy filtering problem (Q2208574) (← links)
- An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) (← links)
- Convergence of the deep BSDE method for coupled FBSDEs (Q2223111) (← links)
- Master equation for finite state mean field games with additive common noise (Q2223590) (← links)
- The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← 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)
- Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations (Q2236593) (← links)
- Utility maximization via decoupling fields (Q2240471) (← links)
- Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
- A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric (Q2244578) (← links)
- The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
- Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← links)
- A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
- Generalized fractional BSDE with jumps and Lipschitz coefficients (Q2273715) (← links)
- Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise (Q2274261) (← links)
- Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations (Q2287239) (← links)
- Selection of equilibria in a linear quadratic mean-field game (Q2289819) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- A branching particle system approximation for a class of FBSDEs (Q2296088) (← links)
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
- Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
- A filtering problem with uncertainty in observation (Q2303939) (← links)