Pages that link to "Item:Q1308701"
From MaRDI portal
The following pages link to Backward-forward stochastic differential equations (Q1308701):
Displaying 50 items.
- Dynamic optimization of large-population systems with partial information (Q255089) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Singular FBSDEs and scalar conservation laws driven by diffusion processes (Q377517) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Stochastic differential utility as the continuous-time limit of recursive utility (Q402100) (← links)
- Solvability of forward-backward stochastic partial differential equations (Q402714) (← links)
- Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations (Q501890) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- Consumption optimization for recursive utility in a jump-diffusion model (Q524899) (← links)
- Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
- A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations (Q640015) (← links)
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
- On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) (← links)
- Sobolev weak solutions for parabolic PDEs and FBSDEs (Q1018123) (← links)
- Solutions to general forward-backward doubly stochastic differential equations (Q1030383) (← links)
- A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Efficient and equilibrium allocations with stochastic differential utility (Q1322710) (← links)
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme (Q1326299) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833) (← links)
- A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration'' (Q1613620) (← links)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement (Q1634318) (← 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)
- The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
- Backward nonlinear expectation equations (Q1702883) (← 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)
- Terminal-dependent statistical inference for the FBSDEs models (Q1718198) (← 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)
- The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669) (← links)
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (Q1766080) (← links)
- Backward-forward SDE's and stochastic differential games (Q1805788) (← links)
- Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
- Solution of forward-backward stochastic differential equations (Q1900239) (← links)
