位置：成果数据库 > 期刊 > 期刊详情页
On the Wellposedness of Forward-backward SDEs---AUnified Approach
  • 期刊名称：The Annals of Applied Probability
  • 时间：2015.9.1
  • 页码：2168-2214
  • 相关项目：随机最优控制和正倒向随机微分方程理论及其应用
作者： Jin Ma|Zhen Wu|Detao Zhang|Jianfeng Zhang|
同期刊论文项目
随机最优控制和正倒向随机微分方程理论及其应用
期刊论文 33 会议论文 8 获奖 5
同项目期刊论文
Dynamic Programming Principle for Stochastic Recursive Optimal Control Problem with Delayed Systems
Corporate optimal investment under incomplete information: a real option method
Backward stochastic viability and related properties on Z for BSDEs with applications
A general maximum principle for optimal control of forward–backward stochastic systems
Optimalswitching under a regime-switching model with two-time-scale Markov chains
Maximum principle for optimal control problems of forward-backward regime-switching system and appli
Sobolev Weak Solutions of the Hamilton-Jacobi-Bellman Equations
Backwardstochastic differential equations with Markov switching driven by Brownian motionand Poisson
Stochasticmaximum principle for non-zero sum differential games of FBSDEs with impulsecontrols and i
Stochastictransforms for jump diffusion processes combined with related backwardstochastic different
One Kind of Multiple Dimensional Markovian BSDEs with Stochastic LinearGrowth Generators
Probabilistic interpretation for a system of quasilinear parabolic partial differential equation com
Maximum principle for anticipated recursive stochastic optimal control problem with delay and L,vy p
Backward Stochastic H-2/H-infinity Control: Infinite Horizon Case
Time-Inconsistent Optimal Control Problem with RandomCoefficients and Stochastic Equilibrium HJB Equ
A Linear-Quadratic Optimal Control Problem ofForward-Backward Stochastic Differential Equations with
BSDEs with regime switching: Weak convergence and applications
Pricing and Hedging Problem of Foreign Currency Option with Higher Borrowing Rate
Maximum Principle for Risk-sensitive Stochastic Control Problem and Applications to Finance
Maximum Principle for Stochastic Recursive Optimal Control Problems Involving Impulse Controls
Stochastic Recursive Zero-Sum Differential Game and Mixed Zero-Sum Differential Game Problem
Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lvy processes