Pages that link to "Item:Q1900239"
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The following pages link to Solution of forward-backward stochastic differential equations (Q1900239):
Displaying 50 items.
- \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
- Forward-backward evolution equations and applications (Q338661) (← links)
- Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations (Q357232) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Solvability of forward-backward stochastic partial differential equations (Q402714) (← links)
- Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912) (← links)
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Consumption optimization for recursive utility in a jump-diffusion model (Q524899) (← links)
- A type of general forward-backward stochastic differential equations and applications (Q545411) (← links)
- Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
- On controllability for stochastic control systems when the coefficient is time-variant (Q601888) (← 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)
- On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← 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)
- Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (Q864705) (← links)
- On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients (Q866594) (← links)
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- Necessary and sufficient conditions for near-optimal harvesting control problem of stochastic age-dependent system (Q905312) (← links)
- Optimal contracts in continuous-time models (Q937467) (← links)
- Linear quadratic nonzero-sum differential games with random jumps (Q940010) (← 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)
- 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)
- Infinite horizon boundary value problems and applications (Q1300099) (← links)
- A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
- Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← 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)
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
- Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations (Q1711319) (← 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)
- Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case (Q1718342) (← 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)
- Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993) (← links)
- Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← 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)
