Some properties of generalized anticipated backward stochastic differential equations
From MaRDI portal
(Redirected from Publication:743035)
Recommendations
- Anticipated backward stochastic differential equations
- A general comparison theorem for 1-dimensional anticipated BSDEs
- Anticipated backward doubly stochastic differential equations
- Reflected solutions of generalized anticipated backward double stochastic differential equations
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier
Cited in
(21)- Stochastic maximum principle for control systems with time-varying delay
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers
- Stochastic maximum principle for problems with delay with dependence on the past through general measures
- Anticipated mean-field backward stochastic differential equations with jumps
- Anticipated backward doubly stochastic differential equations
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier
- The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions
- scientific article; zbMATH DE number 7572906 (Why is no real title available?)
- Maximum principle for stochastic optimal control problem with distributed delays
- Some generic properties in backward stochastic differential equations with continuous coefficient
- Finite horizon stochastic \(H_2/H_\infty\) control with discrete and distributed delays
- Forward-backward stochastic equations: a functional fixed point approach
- Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays
- Anticipated backward stochastic differential equations
- Stochastic maximum principle for moving average control system
- Reflected solutions of generalized anticipated backward double stochastic differential equations
- BSDEs and SDEs with time-advanced and -delayed coefficients
- Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control
- Linear-quadratic optimal control problems of state delay systems under full and partial information
- Properties of \(Z\) for anticipated BSDE and application in stochastic control with delay
- Anticipated backward stochastic variational inequalities with generalized reflection
This page was built for publication: Some properties of generalized anticipated backward stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q743035)