Forward-backward stochastic differential equations and their applications
DOI10.1007/978-3-540-48831-6zbMATH Open0927.60004OpenAlexW659339155MaRDI QIDQ1294779FDOQ1294779
Authors: Jin Ma, Jiongmin Yong
Publication date: 12 August 1999
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-48831-6
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- A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints
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- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations
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- Probabilistic Counterparts of Nonlinear Parabolic Partial Differential Equation Systems
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- On solutions of a class of infinite horizon FBSDEs
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