Pages that link to "Item:Q2045128"
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The following pages link to Small-time solvability of a flow of forward-backward stochastic differential equations (Q2045128):
Displaying 7 items.
- A small elliptic perturbation of a backward-forward parabolic problem with applications to stochastic models. (Q1764552) (← links)
- Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems (Q2696218) (← links)
- Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions (Q4994992) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
- A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064) (← links)
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)