Forward-backward stochastic differential equation - Globe Thesis

Keyword [Forward-backward stochastic differential equation] Result: 1 - 20 \| Page: 1 of 2
1.	Some Backward Problems In Stochastic Control And Game Theory
2.	Solution Of Reflected Backward Stochastic Differential Equation And Related Partial Differential Equation
3.	The Research On Stochastic Numerical Algorithms For Backward Problems
4.	Semi-parametric Inference For A Class Of Model Generated From FBSDE
5.	Optimal Control Problem For Stochastic Delayed Systems And Applications
6.	Forward And Backward Stochastic Optimal Control Theory With Poisson Jumps And Its Applications
7.	Partial Differential Equations And Stochastic Optimal Control Problems Of Forward-Backward Systems
8.	Jump Stochastic Optimal Control
9.	Optimal Control And Differential Game Of Partial Information Forward-Backward Stochastic Systems
10.	On The Characters And Applications Of The Solution Of BSDE
11.	The Adaptive Solutions Of FBSDE And Their Application To Stochastic Differential Utility
12.	Existence And Uniqueness Of Solutions For FBSDE Driven By A Lévy Process
13.	Some Properties In The Pricing Of The Options
14.	A Maximum Principle For Stochastic Optimal Control With Terminal State Constraints
15.	Some Results Of Large Deviation In Nonlinear Cases And Application In Finance
16.	Forward-backward Estimation, With The Differential Equations
17.	A Maximum Principle For Partial Information Stochastic Optimal Control With Terminal State Constraints And Its Applications
18.	Stochastic Differential Equations With Constraints On The State:BSDEs, Variational Inequalities And Fractional Viability
19.	Some Optimal Control And Differential Game Problems In Forward-Backward Stochastic Systems
20.	Linear Quadratic Two-Person Zero-Sum Stochastic Differential Games
<<First <Prev Next> Last>> Jump to