Forward–backward stochastic differential equations with delay generators (Q6038468)

scientific article; zbMATH DE number 7681045

Language	Label	Description	Also known as
English	Forward–backward stochastic differential equations with delay generators	scientific article; zbMATH DE number 7681045

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instance of

scholarly article

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title

Forward–backward stochastic differential equations with delay generators (English)

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Stochastics and Dynamics

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publication date

2 May 2023

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zbMATH Keywords

forward-backward stochastic differential equations

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delayed generators

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1142/s0219493723500120

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cites work

Backward-forward stochastic differential equations

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Disappointment in Decision Making Under Uncertainty

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BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences

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Black's consol rate conjecture

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Q4356589

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Backward Stochastic Differential Equations in Finance

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Reflected BSDEs and mixed game problem

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\(N\)-person differential games governed by semilinear stochastic evolution systems

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Solution of forward-backward stochastic differential equations

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Corrigendum to ``On a class of backward doubly stochastic differential equations'' [Applied Mathematics and Computation 217 (2011) 8754-8764]

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Solving forward-backward stochastic differential equations explicitly -- a four step scheme

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On well-posedness of forward-backward SDEs -- a unified approach

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Q4263364

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Adapted solution of a backward stochastic differential equation

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Q4029028

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Forward-backward stochastic differential equations and quasilinear parabolic PDEs

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A Generalized dynamic programming principle and hamilton-jacobi-bellman equation

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Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control

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Foundations of Intrinsic Habit Formation

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Q4379368

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Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration

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Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations

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Existence-uniqueness and continuation theorems for stochastic functional differential equations

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Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation

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Forward-backward stochastic differential equations with mixed initial-terminal conditions

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Equivalent cost functionals and stochastic linear quadratic optimal control problems

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Identifiers

zbMATH Open document ID

1523.60095

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Mathematics Subject Classification ID

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10.1142/S0219493723500120

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Sitelinks

Mathematics(1 entry)

mardi Publication:6038468