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 35 items.
- 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)
- Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
- Explicit solutions of a class of linear fractional BSDEs (Q2504564) (← links)
- Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)
- Discretization of backward semilinear stochastic evolution equations (Q2507644) (← links)
- Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677) (← links)
- Numerical methods for forward-backward stochastic differential equations (Q2564697) (← links)
- Representation of solutions to BSDEs associated with a degenerate FSDE (Q2572394) (← links)
- A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. (Q2574549) (← links)
- Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
- Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
- HEDGING SWING OPTIONS (Q3005962) (← links)
- Portfolio Optimization with Stochastic Volatilities: A Backward Approach (Q3094218) (← links)
- Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568) (← links)
- Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (Q3440803) (← links)
- REPLICATION OF AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3523581) (← links)
- A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433) (← links)
- Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs (Q4238364) (← links)
- Nonzero sum linear–quadratic stochastic differential games and backward–forward equations (Q4238565) (← links)
- Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures (Q4266386) (← 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)
- Numerical solution of quasilinear parabolic equations and backward stochastic differential equations (Q4463680) (← links)
- Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
- Weak Solutions of Forward–Backward SDE's (Q4804867) (← links)
- On the existence of solution to one–dimensional forward–backward sdes (Q4946982) (← links)
- Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← links)
- Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841) (← links)
- Discrete time approximation of BSDEs driven by a Lévy process (Q5324866) (← links)
- An interpolated stochastic algorithm for quasi-linear PDEs (Q5429493) (← links)
- Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients (Q5429574) (← links)
- Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)