Solution of forward-backward stochastic differential equations
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Cited in
(only showing first 100 items - show all)- Comparison theorems for forward backward SDEs
- Solutions to general forward-backward doubly stochastic differential equations
- A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information
- Linear forward-backward stochastic differential equations
- Infinite horizon boundary value problems and applications
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- A type of time-symmetric forward-backward stochastic differential equations
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- Infinite horizon forward-backward stochastic differential equations
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- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations
- On the existence of optimal controls for backward stochastic partial differential equations
- Near-optimal control of stochastic recursive systems via viscosity solution
- Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions
- \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions
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- Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations
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- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions.
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations
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- A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints
- A partial information non-zero sum differential game of backward stochastic differential equations with applications
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients
- The comparison theorem of FBSDE
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- Asymptotic behaviors for functionals of random dynamical systems
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- Reflected forward-backward stochastic differential equations and related PDEs
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