The following pages link to (Q4392053):
Displaying 8 items.
- Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation (Q1357872) (← links)
- Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations (Q1711319) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition (Q1950783) (← links)
- Classical and weak solutions of the partial differential equations associated with a class of two-point boundary value problems (Q2126432) (← links)
- Well-posedness of fully coupled linear forward-backward stochastic differential equations (Q2419750) (← links)
- Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (Q5060169) (← links)
- Forward-backward doubly stochastic differential equations with random jumps and related games (Q6569872) (← links)
