Pages that link to "Item:Q1408214"

The following pages link to A type of time-symmetric forward-backward stochastic differential equations (Q1408214):

Displaying 35 items.

• Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property (Q287882) (← links)
• Comparison theorems for the multidimensional BDSDEs and applications (Q442865) (← links)
• On optimal control problem for backward stochastic doubly systems (Q469981) (← links)
• Nonzero-sum differential game of backward doubly stochastic systems with delay and applications (Q829009) (← links)
• Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283) (← links)
• Backward doubly stochastic differential equations with discontinuous coefficients (Q1012223) (← links)
• Solutions to general forward-backward doubly stochastic differential equations (Q1030383) (← links)
• Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459) (← links)
• \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions (Q1682122) (← links)
• The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
• Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
• Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
• A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
• Backward doubly stochastic differential equations with infinite time horizon. (Q1941787) (← links)
• Stochastic PDEs and infinite horizon backward doubly stochastic differential equations (Q1952890) (← links)
• An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) (← links)
• Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations (Q2004608) (← links)
• Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
• Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
• Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
• A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
• Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
• Necessary condition for optimality of forward-backward doubly system (Q2516951) (← links)
• Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs (Q2633841) (← links)
• Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← 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)
• L^p-SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS (Q2905268) (← links)
• Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
• Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894) (← links)
• Stochastic maximum principle for delayed backward doubly stochastic control systems (Q4631804) (← links)
• Stochastic maximum principle for delayed doubly stochastic control systems and their applications (Q5113301) (← links)
• Lp solutions of infinite time interval backward doubly stochastic differential equations (Q5157354) (← links)
• Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)
• On mean-field control problems for backward doubly stochastic systems (Q6151946) (← links)