Pages that link to "Item:Q2415411"

The following pages link to A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411):

Displaying 5 items.

• An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) (← links)
• Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
• Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps (Q2950086) (← links)
• Maximum principles for backward doubly stochastic systems with jumps and applications (Q5017817) (← links)
• Maximum principle for forward–backward SDEs with a general cost functional (Q5348350) (← links)