Results 251 to 260 of about 315,767 (274)

An optimal control problem for mean-field forward–backward stochastic differential equation with noisy observation

Automatica, 2017
Hua Xiao
exaly  

Stochastic Differential Equations

2010
David F. Griffiths, Desmond J. Higham
openaire   +1 more source

Stochastic Differential Equations

1996
openaire   +1 more source

Adapted solution of a backward stochastic differential equation

Systems and Control Letters, 1990
exaly  

Stochastic differential equations

2013
openaire   +1 more source

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

SIAM Journal on Control and Optimization, 2013
Jiongmin Yong
exaly  

Optimal control problem of backward stochastic differential delay equation under partial information

Systems and Control Letters, 2015
Guangchen Wang, shuangwu shuangwu
exaly  

Stochastic Differential Equations

1979
Iosif Il’ich Gihman, Anatolii Vladimirovich Skorohod   +1 more
openaire   +1 more source

Langevins stochastic differential equation extended by a time-delayed term

Stochastic and Stochastics Reports, 1992
exaly  

Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises

Journal of Mathematical Physics, 2001
exaly