Pages that link to "Item:Q1899636"
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The following pages link to Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations (Q1899636):
Displaying 22 items.
- Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
- A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807) (← links)
- A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations (Q640015) (← links)
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (Q1766080) (← links)
- Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
- Jiongmin Yong's mathematical works in recent thirty years (Q2001535) (← links)
- Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
- Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677) (← links)
- Optimal control of harvesting in a stochastic metapopulation model (Q4908881) (← links)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- Solvability of forward–backward stochastic difference equations with finite states (Q5041052) (← links)
- Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums (Q5076715) (← links)
- Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← links)
- Going forward \& backward with Jin Ma (Q6164083) (← links)
- Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)
- Solvability of one kind of forward-backward stochastic difference equations (Q6579753) (← links)
