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.
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients (Q866594) (← links)
- Linear quadratic nonzero-sum differential games with random jumps (Q940010) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- Option pricing with an illiquid underlying asset market (Q956485) (← links)
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) (← links)
- Comparison theorems for forward backward SDEs (Q1004255) (← 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)
- 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)
- 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)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- The comparison theorem of FBSDE (Q1962156) (← links)
- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
- Optimal risk transfer and investment policies based upon stochastic differential utilities (Q2372259) (← links)
- A probabilistic method for numerical solution of quasi-linear parabolic equations (Q2383720) (← links)
- A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
- A forward scheme for backward SDEs (Q2464848) (← links)
- Approximation scheme for solutions of backward stochastic differential equations via the representation theorem (Q2469438) (← links)
- Time discretization and Markovian iteration for coupled FBSDEs (Q2476402) (← links)
- 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)
- Rational expectations models: An approach using forward-backward stochastic differential equations (Q2482634) (← links)
- Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757) (← links)
- Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
- Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
- A comonotonic theorem for BSDEs (Q2485815) (← links)
