Pages that link to "Item:Q1725104"
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The following pages link to Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104):
Displaying 11 items.
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information (Q1718654) (← links)
- Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
- Fully coupled forward-backward stochastic differential equations with general martingale (Q2507628) (← links)
- General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666) (← links)
- Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← links)
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (Q6103736) (← links)
- Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
- A Global Optimality Principle for Fully Coupled Mean-field Control Systems (Q6489813) (← links)
