Stochastic Saddle Paths and Economic Theory

DOI10.1007/978-3-642-14788-3_52zbMath1246.91161OpenAlexW2184967636MaRDI QIDQ2909729

Athanasios N. Yannacopoulos

Publication date: 6 September 2012

Published in: Dynamics, Games and Science II (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-14788-3_52

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• Adapted solution of a backward stochastic differential equation
• Structural stability on two-dimensional manifolds
• On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients
• Nonlinear oscillations, dynamical systems, and bifurcations of vector fields
• Exotic phenomena in games and duopoly models
• Forward-backward stochastic differential equations and their applications
• Forward-backward stochastic differential equations and quasilinear parabolic PDEs
• Stochastic saddlepoint systems
• Infinite horizon forward-backward stochastic differential equations
• Rational expectations models: An approach using forward-backward stochastic differential equations
• Backward Stochastic Differential Equations in Finance
• Approximate solvability of forward-backward stochastic differential equations

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