Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations
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- A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
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- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- Probabilistic interpretation of a system of semilinear parabolic partial differential equations
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Cited in
(28)- Probabilistic interpretations of quasilinear parabolic systems
- A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems
- Well-posedness of fully coupled linear forward-backward stochastic differential equations
- Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient
- Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions
- A class of stochastic Fredholm-algebraic equations and applications in finance
- scientific article; zbMATH DE number 2210947 (Why is no real title available?)
- Quadratic reflected BSDEs and related obstacle problems for PDEs
- A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric
- A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations
- Theory of forward backward stochastic differential equations and its applications
- \(L^p\)-estimate for linear forward-backward stochastic differential equations
- Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations
- Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations
- Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs
- Global solutions of stochastic Stackelberg differential games under convex control constraint
- Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions
- Probabilistic interpretation of a system of semilinear parabolic partial differential equations
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations
- Classical and weak solutions of the partial differential equations associated with a class of two-point boundary value problems
- The existence and uniqueness of viscosity solution to a kind of Hamilton-Jacobi-Bellman equation
- Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations
- On well-posedness of forward-backward SDEs -- a unified approach
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
- Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation
- Forward–backward stochastic differential equations with delay generators
- On path-dependent multidimensional forward-backward SDEs
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