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Forward-Backward Stochastic Differential Equations and their Applications · Study

BookForward-Backward Stochastic Differential Equations and their Applications

Jin Ma2007

Book2007

Forward-Backward Stochastic Differential Equations and their Applications

Jin Ma · Jiongmin Yong

675 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 675 citations exist upstream.

Cited by

2014Stochastic Differential Equations 2004Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations 2004A numerical scheme for BSDEs 2000Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II 2013Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations 2002On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case 2002Mean-Variance Portfolio Selection with Random Parameters in a Complete Market 2006Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs

Details

Year2007

Typebook

Published2007-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations675

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-3-540-48831-6

openalex_workW659339155

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