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.
- Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus (Q1045790) (← links)
- Optimal consumption choices for a `large' investor (Q1128528) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- Semimartingale integral representation (Q1356375) (← links)
- Entropy solutions to a strongly degenerate anisotropic convection--diffusion equation with application to utility theory (Q1406983) (← links)
- A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
- A numerical scheme for BSDEs (Q1431562) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
- On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
- Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459) (← links)
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
- A regression-based numerical scheme for backward stochastic differential equations (Q1695419) (← links)
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461) (← links)
- General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
- Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
- Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- One order numerical scheme for forward-backward stochastic differential equations (Q1732180) (← links)
- BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion. (Q1766037) (← links)
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (Q1766080) (← links)
- Generalized stochastic differential utility and preference for information (Q1769427) (← links)
- Choquet expectation and Peng's \(g\)-expectation (Q1781180) (← links)
- Backward-forward SDE's and stochastic differential games (Q1805788) (← links)
- Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
- Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226) (← links)
- Representation theorems for backward stochastic differential equations (Q1872357) (← links)
- Numerical method for backward stochastic differential equations (Q1872402) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
- Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (Q1889783) (← links)
- Solution of forward-backward stochastic differential equations (Q1900239) (← links)
- Curve following in illiquid markets (Q1932555) (← links)
- A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← 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)
- A numerical scheme for backward doubly stochastic differential equations (Q1940750) (← links)
- Backward doubly stochastic differential equations with infinite time horizon. (Q1941787) (← links)
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- The comparison theorem of FBSDE (Q1962156) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- Jiongmin Yong's mathematical works in recent thirty years (Q2001535) (← links)
- Forward backward SDEs in weak formulation (Q2001569) (← links)
- Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321) (← links)
- Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
- High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)