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On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales
Wiley | 2020|Keywords: forward–backward stochastic differential equations -
The risk-sensitive maximum principle for controlled forward–backward stochastic differential equations
Elsevier | 2020|Keywords: Forward–backward stochastic differential equations -
Maximum principle for optimal control problems of forward–backward regime-switching system and applications
Elsevier | 2012|Keywords: Forward–backward stochastic differential equations -
An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients
Elsevier | 2013|Keywords: Forward–backward stochastic differential equations -
Optimal execution strategy in liquidity framework
Free accessBASE | 2017|Keywords: forward-backward stochastic differential equations -
Reflected forward–backward stochastic differential equations and related PDEs
Taylor & Francis Verlag | 2016|Keywords: Forward–backward stochastic differential equations, reflected forward–backward stochastic differential equations (reflected FBSDEs) -
Solutions for functional fully coupled forward–backward stochastic differential equations
Elsevier | 2015|Keywords: Forward–backward stochastic differential equations (FBSDEs) -
Forward–backward systems for expected utility maximization
Elsevier | 2014|Keywords: Forward–backward stochastic differential equations -
Reflected forward-backward stochastic differential equations and related PDEs
Online Contents | 2016|Keywords: Forward-backward stochastic differential equations, reflected forward-backward stochastic differential equations (reflected FBSDEs) -
Asymptotic analysis of mean field games with small common noise
IOS Press | 2018|Keywords: forward-backward stochastic differential equations -
Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients
EDP Sciences | 2006|Keywords: Forward-backward stochastic differential equations -
A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes
Elsevier | 2003|Keywords: Forward–backward stochastic differential equations -
Well-posedness of mean-field type forward–backward stochastic differential equations
Elsevier | 2015|Keywords: Forward–backward stochastic differential equations -
Forward–Backward SDEs Driven by Lévy Process in Stopping Time Duration
Online Contents | 2017|Keywords: Forward–backward stochastic differential equations -
A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes*
EDP Sciences | 2020|Keywords: forward–backward stochastic differential equations -
On the homotopy analysis method for backward/forward-backward stochastic differential equations
Online Contents | 2017|Keywords: Forward-backward stochastic differential equations -
Necessary condition for near optimal control of linear forward–backward stochastic differential equations
Taylor & Francis Verlag | 2015|Keywords: forward–backward stochastic differential equations -
Maximum principle for optimal control problems involving impulse controls with nonsmooth data
Taylor & Francis Verlag | 2016|Keywords: forward–backward stochastic differential equations -
Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints
Online Contents | 2015|Keywords: mean-field forward-backward stochastic differential equations -
The Navier-Stokes-alpha equation via forward-backward stochastic differential systems
Taylor & Francis Verlag | 2018|Keywords: forward–backward stochastic differential equations
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