Pages that link to "Item:Q5941377"

The following pages link to Asset pricing with a forward--backward stochastic differential utility (Q5941377):

Displaying 19 items.

• Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• Nonexistence results for the Cauchy problem for nonlinear ultraparabolic equations (Q638103) (← links)
• Lie theory: Applications to problems in mathematical finance and economics (Q1004433) (← links)
• Entropy solutions to a strongly degenerate anisotropic convection--diffusion equation with application to utility theory (Q1406983) (← links)
• Regularity properties of viscosity solutions of a non-Hörmander degenerate equation (Q1606256) (← links)
• Nash estimates and upper bounds for non-homogeneous Kolmogorov equations (Q1681863) (← links)
• Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
• Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients (Q2021529) (← links)
• Moser's estimates for degenerate Kolmogorov equations with non-negative divergence lower order coefficients (Q2278481) (← links)
• Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
• Pointwise estimates for a class of non-homogeneous Kolmogorov equations (Q2471757) (← links)
• BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (Q2904313) (← links)
• Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
• Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
• LQ control of forward and backward stochastic difference system (Q5865445) (← links)
• Asset pricing with a forward--backward stochastic differential utility (Q5941377) (← links)
• Exact controllability of forward and backward stochastic difference system (Q6073107) (← links)