Pages that link to "Item:Q2354895"
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The following pages link to On well-posedness of forward-backward SDEs -- a unified approach (Q2354895):
Displaying 50 items.
- Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
- A probabilistic approach to mean field games with major and minor players (Q303957) (← links)
- Forward-backward evolution equations and applications (Q338661) (← links)
- Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations (Q501890) (← links)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459) (← links)
- Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations (Q1711319) (← 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)
- Forward backward SDEs in weak formulation (Q2001569) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
- Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method (Q2104068) (← links)
- On forward-backward stochastic differential equations in a domination-monotonicity framework (Q2115131) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- A forward-backward SDE from the 2D nonlinear stochastic heat equation (Q2135403) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
- Optimal position targeting via decoupling fields (Q2192736) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← links)
- Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007) (← links)
- Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations (Q2236593) (← links)
- Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
- An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations (Q2287239) (← links)
- Selection of equilibria in a linear quadratic mean-field game (Q2289819) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
- Solutions for functional fully coupled forward-backward stochastic differential equations (Q2344869) (← links)
- Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (Q2356565) (← links)
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
- Well-posedness of fully coupled linear forward-backward stochastic differential equations (Q2419750) (← links)
- \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
- A note on ``Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions'' (Q2656167) (← links)
- Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237) (← links)
- Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
- Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games (Q4554405) (← links)
- A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
- Optimal Control of Diffusion Coefficients via Decoupling Fields (Q4581260) (← links)
- Forward-backward SDEs with discontinuous coefficients (Q4639169) (← links)
- Non-Markovian fully coupled forward–backward stochastic systems and classical solutions of path-dependent PDES (Q4964411) (← links)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
- Solvability of forward–backward stochastic difference equations with finite states (Q5041052) (← links)
- A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Q5042711) (← links)
- Control in Hilbert Space and First-Order Mean Field Type Problem (Q5050076) (← links)
- Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (Q5060169) (← links)
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
- Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449) (← links)
- A transformation method to study the solvability of fully coupled FBSDEs (Q5086894) (← links)
