✦ LIBER ✦

Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control

✍ Scribed by Peng, Shige; Wu, Zhen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Backward stochastic differential equatio

✍ Shige Peng 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 857 KB

Maximum Principle for Partially-Observed

✍ J. T. Shi; Z. Wu 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 703 KB

Existence of Optimal Stochastic Controls

✍ Fuhrman, Marco; Tessitore, Gianmario 📂 Article 📅 2004 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 210 KB

Maximum Principles for Optimal Control o

✍ Oksendal, Bernt; Sulem, Agnes 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 293 KB

A type of general forward-backward stoch

✍ Li Chen; Zhen Wu 📂 Article 📅 2011 🏛 Coastal and Estuarine Research Federation 🌐 English ⚖ 214 KB

Kalman–Bucy filtering equations of forwa

✍ Guangchen Wang; Zhen Wu 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 200 KB