Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840)
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scientific article; zbMATH DE number 7242688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions |
scientific article; zbMATH DE number 7242688 |
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Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (English)
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1 September 2020
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future expectations
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infinite horizon
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FBSDEs
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quasi-linear BSPDEs
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stochastic viscosity solutions
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optimal control
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stochastic maximum principle
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forward-backward Riccati differential equations
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