Pages that link to "Item:Q743035"

The following pages link to Some properties of generalized anticipated backward stochastic differential equations (Q743035):

Displaying 19 items.

• Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
• Reflected solutions of generalized anticipated backward double stochastic differential equations (Q515477) (← links)
• Anticipated mean-field backward stochastic differential equations with jumps (Q829818) (← links)
• Anticipated backward doubly stochastic differential equations (Q902476) (← links)
• Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
• Maximum principle for stochastic optimal control problem with distributed delays (Q2154854) (← links)
• The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions (Q2405913) (← links)
• Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control (Q2661843) (← links)
• Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
• Some generic properties in backward stochastic differential equations with continuous coefficient (Q2724974) (← links)
• Anticipated backward stochastic variational inequalities with generalized reflection (Q4598554) (← links)
• BSDEs and SDEs with time-advanced and -delayed coefficients (Q5087028) (← links)
• (Q5096713) (← links)
• Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
• Finite horizon stochastic <i>H</i>₂/<i>H</i>_∞ control with discrete and distributed delays (Q5855333) (← links)
• Forward-backward stochastic equations: a functional fixed point approach (Q5876574) (← links)
• Stochastic maximum principle for moving average control system (Q6139621) (← links)
• Linear-quadratic optimal control problems of state delay systems under full and partial information (Q6174046) (← links)
• Stochastic maximum principle for control systems with time-varying delay (Q6590425) (← links)