Pages that link to "Item:Q1308701"

The following pages link to Backward-forward stochastic differential equations (Q1308701):

Displaying 50 items.

• Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← links)
• Solution to the forward and backward stochastic difference equations with asymmetric information and application (Q2660811) (← links)
• Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
• An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← 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)
• Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations (Q2808056) (← links)
• Forward–backward stochastic partial differential equations with non-monotonic coefficients (Q2834905) (← links)
• Recursive Stochastic<i>H</i>₂/<i>H</i>_<i>∞</i>Control Problem for Delay Systems Involving Continuous and Impulse Controls (Q2970913) (← links)
• Deferred Correction Methods for Forward Backward Stochastic Differential Equations (Q3132629) (← links)
• Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← links)
• Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (Q3423719) (← links)
• Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition (Q3462516) (← links)
• Nonzero sum linear–quadratic stochastic differential games and backward–forward equations (Q4238565) (← links)
• Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
• Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games (Q4554405) (← links)
• Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894) (← links)
• Forward-backward SDEs with discontinuous coefficients (Q4639169) (← links)
• Weak Solutions of Forward–Backward SDE's (Q4804867) (← links)
• Filtration stability of backward sde's (Q4946977) (← links)
• On the existence of solution to one–dimensional forward–backward sdes (Q4946982) (← links)
• The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
• (Q4988574) (← links)
• Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
• The Absence of Arbitrage Property in Mixed Fractional Bownian Motion Setting (Q5004101) (← links)
• On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations (Q5021119) (← 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)
• LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
• A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
• Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449) (← links)
• Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations (Q5101496) (← links)
• Asymptotic properties of coupled forward–backward stochastic differential equations (Q5170134) (← links)
• Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← links)
• Fully coupled forward–backward stochastic dynamics and functional differential systems (Q5251124) (← links)
• Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841) (← 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)
• Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (Q5745691) (← links)
• Some Results on Reflected Forward-Backward Stochastic differential equations (Q5859044) (← links)
• LQ control of forward and backward stochastic difference system (Q5865445) (← links)
• Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems (Q5883142) (← links)
• Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
• Asset pricing with a forward--backward stochastic differential utility (Q5941377) (← links)
• Forward–backward stochastic differential equations with delay generators (Q6038468) (← links)
• Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations (Q6041198) (← links)
• Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)
• A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)