Pages that link to "Item:Q4431483"

The following pages link to Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483):

Displaying 26 items.

• Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
• A mixed linear quadratic optimal control problem with a controlled time horizon (Q741141) (← links)
• The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
• Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions (Q1678076) (← links)
• Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case (Q1718342) (← links)
• The \(H_{\infty}\) control for bilinear systems with Poisson jumps (Q1718816) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• \(H_\infty\) control for stochastic systems with Poisson jumps (Q1937771) (← links)
• Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs (Q2182619) (← links)
• Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
• On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
• Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
• Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500) (← links)
• \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
• Stochastic maximum principle for optimal liquidation with control-dependent terminal time (Q2674442) (← links)
• Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations (Q2832852) (← links)
• Backward Stochastic H₂/H_∞Control with Random Jumps (Q2930823) (← links)
• On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (Q4432683) (← links)
• Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
• The Output Feedback <i><scp>H</scp></i>_∞ Control Design for the Linear Stochastic System Driven by Both Brownian Motion and <scp>P</scp>oisson Jumps: A Nonlinear Matrix Inequality Approach (Q5416869) (← links)
• Forward–backward stochastic differential equations with delay generators (Q6038468) (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)