Pages that link to "Item:Q1864226"

The following pages link to Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226):

Displaying 20 items.

• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• A stochastic Fubini theorem: BSDE method (Q523887) (← links)
• Linear quadratic nonzero-sum differential games with random jumps (Q940010) (← links)
• Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
• Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions (Q1678076) (← links)
• Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps (Q1937767) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs (Q2182619) (← links)
• Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
• Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500) (← links)
• \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← 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)
• Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877) (← 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)
• Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894) (← links)
• LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
• The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)