Pages that link to "Item:Q742069"
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The following pages link to Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games (Q742069):
Displaying 7 items.
- A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
- A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
- Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
- BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
- Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← links)
- A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
- Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500) (← links)
