Terminal-dependent statistical inference for the FBSDEs models

DOI10.1155/2014/365240zbMath1407.60083OpenAlexW2003478639WikidataQ59064640 ScholiaQ59064640MaRDI QIDQ1718198

Yunquan Song

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/365240

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints
• Nonparametric Estimation for FBSDEs Models with Applications in Finance
• Analysis of Panel Data
• Semi-Parametric Estimation for Forward–Backward Stochastic Differential Equations
• Terminal-Dependent Statistical Inferences for FBSDE

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