Pages that link to "Item:Q1864226"
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The following pages link to Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226):
Displayed 4 items.
- Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
- Linear quadratic nonzero-sum differential games with random jumps (Q940010) (← links)
- The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control (Q3068100) (← links)
- On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (Q4432683) (← links)