Pages that link to "Item:Q1900239"
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The following pages link to Solution of forward-backward stochastic differential equations (Q1900239):
Displaying 50 items.
- 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)
- 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)
- Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933) (← links)
- The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients (Q2654205) (← links)
- A note on ``Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions'' (Q2656167) (← links)
- Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← links)
- Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control (Q2661843) (← links)
- Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237) (← links)
- On the viscosity solutions of a stochastic differential utility problem (Q2694813) (← links)
- Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
- Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
- Asymptotic behaviors for functionals of random dynamical systems (Q2804512) (← links)
- Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations (Q2808056) (← links)
- Reflected forward–backward stochastic differential equations and related PDEs (Q2821913) (← links)
- Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations (Q2832852) (← links)
- Backward Stochastic H<sub>2</sub>/H<sub>∞</sub>Control with Random Jumps (Q2930823) (← links)
- A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs (Q2956064) (← links)
- Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
- Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← links)
- Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (Q3440803) (← links)
- Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs (Q4238364) (← links)
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
- On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (Q4432683) (← links)
- Linear quadratic mean field game with control input constraint (Q4554120) (← links)
- Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games (Q4554405) (← links)
- A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
- LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY (Q4563762) (← links)
- Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (Q4578001) (← links)
- Forward-backward SDEs with discontinuous coefficients (Q4639169) (← links)
- Weak Solutions of Forward–Backward SDE's (Q4804867) (← links)
- On the existence of solution to one–dimensional forward–backward sdes (Q4946982) (← links)
- Non-Markovian fully coupled forward–backward stochastic systems and classical solutions of path-dependent PDES (Q4964411) (← links)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- $L^p$-theory of forward-backward stochastic differential equations (Q4989155) (← links)
- Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
- Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
- On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations (Q5021119) (← links)
- A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
- Solvability of forward–backward stochastic difference equations with finite states (Q5041052) (← links)
- Control in Hilbert Space and First-Order Mean Field Type Problem (Q5050076) (← links)
- Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (Q5060169) (← links)
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
- A transformation method to study the solvability of fully coupled FBSDEs (Q5086894) (← links)
- Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations (Q5101496) (← links)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
- A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
- A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
