Pages that link to "Item:Q1613582"
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The following pages link to Infinite horizon forward-backward stochastic differential equations (Q1613582):
Displayed 10 items.
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients (Q866594) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- Solutions to general forward-backward doubly stochastic differential equations (Q1030383) (← links)
- A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
- Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems (Q1614409) (← links)
- A note on FBSDE characterization of mean exit times (Q2272016) (← links)
- Rational expectations models: An approach using forward-backward stochastic differential equations (Q2482634) (← links)
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
- On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (Q4432683) (← links)