Pages that link to "Item:Q907967"
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The following pages link to An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift (Q907967):
Displaying 9 items.
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
- A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
- The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← links)
- Utility maximization via decoupling fields (Q2240471) (← links)
- Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237) (← links)
- Optimal Control of Diffusion Coefficients via Decoupling Fields (Q4581260) (← links)
- Solvability of coupled FBSDEs with diagonally quadratic generators (Q5361985) (← links)
- \(L^p\)-estimate for linear forward-backward stochastic differential equations (Q6113754) (← links)
