Pages that link to "Item:Q1294779"
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The following pages link to Forward-backward stochastic differential equations and their applications (Q1294779):
Displaying 50 items.
- Dynamic optimization of large-population systems with partial information (Q255089) (← links)
- A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
- Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
- On European option pricing under partial information. (Q265152) (← links)
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- Linear-quadratic mean field games (Q289122) (← links)
- A probabilistic approach to mean field games with major and minor players (Q303957) (← links)
- Mean field games with a dominating player (Q315770) (← links)
- Optimal switching at Poisson random intervention times (Q316899) (← links)
- Forward and backward filtering based on backward stochastic differential equations (Q326375) (← links)
- Forward-backward evolution equations and applications (Q338661) (← links)
- Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle (Q354098) (← links)
- Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations (Q357232) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Singular FBSDEs and scalar conservation laws driven by diffusion processes (Q377517) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
- Comparison theorems for the multidimensional BDSDEs and applications (Q442865) (← links)
- A dynamic equilibrium model of imperfectly integrated financial markets (Q472216) (← links)
- Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases (Q492172) (← links)
- Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320) (← links)
- Some recent aspects of differential game theory (Q545655) (← links)
- Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
- Some results on the controllability of forward stochastic heat equations with control on the drift (Q621827) (← links)
- A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations (Q640015) (← links)
- Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- On stochastic logistic equation with Markovian switching and white noise (Q663529) (← links)
- Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513) (← links)
- A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
- On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- A mixed linear quadratic optimal control problem with a controlled time horizon (Q741141) (← links)
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (Q829005) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients (Q866594) (← links)
- Error expansion for the discretization of backward stochastic differential equations (Q886110) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- A solvable continuous time dynamic principal-agent model (Q900607) (← links)
- Optimal contracts in continuous-time models (Q937467) (← links)
- Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220) (← links)
- Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
