Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
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(only showing first 100 items - show all)- Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems
- Relative wealth concerns with partial information and heterogeneous priors
- Forward-backward stochastic differential equations and linear-quadratic generalized Stackelberg games
- Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs
- Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
- On forward-backward stochastic differential equations in a domination-monotonicity framework
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion under weakly coupling condition
- A transformation method to study the solvability of fully coupled FBSDEs
- Propagation of chaos of forward-backward stochastic differential equations with graphon interactions
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria
- Forward-backward systems for expected utility maximization
- Solvability of forward-backward stochastic partial differential equations
- Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps
- Forward–backward stochastic differential equations with delay generators
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration
- Forward-backward stochastic differential equations with nonsmooth coefficients.
- On solutions of a class of infinite horizon FBSDEs
- A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints
- Linear quadratic nonzero-sum differential games with random jumps
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays
- Forward-backward doubly stochastic differential equations with random jumps and related games
- Optimal position targeting via decoupling fields
- Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations
- Backward-forward linear-quadratic mean-field games with major and minor agents
- Control in Hilbert space and first-order mean field type problem
- \(L^p\)-theory of forward-backward stochastic differential equations
- Jiongmin Yong's mathematical works in recent thirty years
- Weak existence and uniqueness for forward-backward SDEs
- Solvability of one kind of forward-backward stochastic difference equations
- Infinite horizon forward-backward SDEs and open-loop optimal controls for stochastic linear-quadratic problems with random coefficients
- A modified MSA for stochastic control problems
- Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions
- Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations
- A stochastic approach to a new type of parabolic variational inequalities
- Well-posedness of fully coupled linear forward-backward stochastic differential equations
- Forward-backward stochastic differential equations and their applications
- Fully coupled forward-backward stochastic differential equations driven by sub-diffusions
- Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems
- On non-Markovian forward-backward SDEs and backward stochastic PDEs
- Fully coupled drift-less forward and backward stochastic differential equations in a degenerate case
- Forward-backward stochastic differential equations: initiation, development and beyond
- Explicit solution to delayed forward and backward stochastic differential equations
- Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs
- Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem
- Four step scheme for general Markovian forward-backward SDEs
- Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems
- The existence and uniqueness of viscosity solution to a kind of Hamilton-Jacobi-Bellman equation
- General linear forward and backward stochastic difference equations with applications
- Infinite horizon boundary value problems and applications
- Stochastic differential games for fully coupled FBSDEs with jumps
- Solutions to general forward-backward doubly stochastic differential equations
- A type of general forward-backward stochastic differential equations and applications
- A class of optimal control problems of forward-backward systems with input constraint
- Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps
- Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations
- Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs
- A type of time-symmetric forward-backward stochastic differential equations
- Newton method for stochastic control problems
- An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games
- Existence and uniqueness of solution for fully coupled fractional forward-backward stochastic differential equations with delay and anticipated term
- Infinite horizon forward-backward stochastic differential equations
- \(L^p\)-estimate for linear forward-backward stochastic differential equations
- Forward-backward evolution equations and applications
- Forward-backward SDEs driven by Lévy process in stopping time duration
- Equilibrium price formation with a major player and its mean field limit
- Forward-backward stochastic differential equations with mixed initial-terminal conditions
- Backward stochastic dynamics on a filtered probability space
- Forward backward SDEs in weak formulation
- Anticipated backward stochastic differential equations with quadratic growth
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps
- Well-posedness for a class of mean-field-type forward-backward stochastic differential equations and classical solutions of related master equations
- On path-dependent multidimensional forward-backward SDEs
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations
- On well-posedness of forward-backward SDEs -- a unified approach
- Theory of forward backward stochastic differential equations and its applications
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
- Weak Solutions of Forward–Backward SDE's
- A maximum principle for fully coupled stochastic control systems of mean-field type
- On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps
- Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations
- Linear - quadratic optimal control and nonzero-sum differential game of forward-backward stochastic system
- scientific article; zbMATH DE number 1907999 (Why is no real title available?)
- Backward stochastic Volterra integral equations -- representation of adapted solutions
- Asymptotics for FBSDES with jumps and connections with partial integral differential equations
- Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control
- Delayed stochastic linear-quadratic control problem and related applications
- \( L^p\) estimations of fully coupled FBSDEs
- Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs
- Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor
- Fully coupled forward-backward stochastic dynamics and functional differential systems
- Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations
- On weak solutions of forward-backward SDEs
- Linear forward-backward stochastic differential equations with random coefficients
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