Pages that link to "Item:Q5221392"
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The following pages link to Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392):
Displaying 6 items.
- A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
- Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
- Stochastic viscosity solutions for stochastic integral-partial differential equations (Q5855645) (← links)
- Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures (Q6150634) (← links)
- Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type (Q6194624) (← links)
