Results 241 to 250 of about 3,335 (259)

Backward Stochastic Differential Equations

2017
openaire   +2 more sources

Backward equations, stochastic control and zero-sum stochastic differential games

Stochastic and Stochastics Reports, 1995
S Hamadène
exaly  

Zero-sum stochastic differential games and backward equations

Systems and Control Letters, 1995
S Hamadène
exaly  

Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

Stochastic Analysis and Applications, 2005
Yufeng Shi
exaly  

Multidimensional backward stochastic differential equations with uniformly continuous coefficients

Bernoulli, 2003
Said Hamadène
exaly  

Anticipated backward stochastic differential equations

Annals of Probability, 2009
Shige Peng
exaly  

Backward stochastic differential equations

2016
openaire   +1 more source

Backward Stochastic Differential Equations

2011
openaire   +1 more source

Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control

Annals of Probability, 2002
Marco Alessandro Fuhrman
exaly  

A type of general forward-backward stochastic differential equations and applications

Chinese Annals of Mathematics Series B, 2011
Zhen Wu
exaly