Pages that link to "Item:Q1613582"

The following pages link to Infinite horizon forward-backward stochastic differential equations (Q1613582):

Displaying 46 items.

• Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property (Q287882) (← links)
• Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients (Q402487) (← links)
• An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
• Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
• Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
• On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients (Q866594) (← links)
• On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
• Solutions to general forward-backward doubly stochastic differential equations (Q1030383) (← links)
• A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
• Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems (Q1614409) (← links)
• Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
• \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions (Q1682122) (← links)
• General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
• Backward doubly SDEs with continuous and stochastic linear growth coefficients (Q1787199) (← links)
• Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
• Exchange rate bifurcation in a stochastic evolutionary finance model (Q1938897) (← links)
• Backward doubly stochastic differential equations with infinite time horizon. (Q1941787) (← links)
• Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
• Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control (Q2089111) (← links)
• Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games (Q2096961) (← links)
• FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
• A note on FBSDE characterization of mean exit times (Q2272016) (← links)
• Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
• Backward doubly stochastic differential equations with stochastic Lipschitz condition (Q2339527) (← links)
• Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
• Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space (Q2348294) (← links)
• Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
• Maximum principles for jump diffusion processes with infinite horizon (Q2356691) (← links)
• Vanishing central bank intervention in stochastic impulse control (Q2422127) (← links)
• Rational expectations models: An approach using forward-backward stochastic differential equations (Q2482634) (← links)
• Solution to the forward and backward stochastic difference equations with asymmetric information and application (Q2660811) (← links)
• Stochastic Saddle Paths and Economic Theory (Q2909729) (← links)
• Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
• Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
• Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon (Q2994671) (← links)
• Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
• On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (Q4432683) (← links)
• Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
• Infinite horizon backward stochastic Volterra integral equations and discounted control problems (Q5016158) (← links)
• Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
• Lp solutions of infinite time interval backward doubly stochastic differential equations (Q5157354) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
• Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems (Q6564718) (← links)
• Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (Q6569873) (← links)
• Explicit solution to delayed forward and backward stochastic differential equations (Q6595619) (← links)
• Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system (Q6635203) (← links)