Pages that link to "Item:Q5017817"

The following pages link to Maximum principles for backward doubly stochastic systems with jumps and applications (Q5017817):

Displaying 7 items.

• Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations (Q2004608) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
• A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← 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)
• Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
• Stochastic maximum principle for delayed doubly stochastic control systems and their applications (Q5113301) (← links)
• Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)