Pages that link to "Item:Q1431129"
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The following pages link to Forward-backward stochastic differential equations with stopping time (Q1431129):
Displaying 6 items.
- Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
- A note on FBSDE characterization of mean exit times (Q2272016) (← links)
- Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500) (← links)