Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games-Reference-Cited by-同舟云学术

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Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games

Published:2014-01-01 Issue:3 Volume:22 Page:
ISSN:0926-6364
Container-title:Random Operators and Stochastic Equations
language:
Short-container-title:

Author:

Baghery Fouzia,Khelfallah Nabil,Mezerdi Brahim,Turpin Isabelle

Publisher

Walter de Gruyter GmbH

Subject

Statistics and Probability,Analysis

Link

https://www.degruyter.com/document/doi/10.1515/rose-2014-0016/pdf

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The maximum principle for optimal control of mean‐field FBSDE driving by Teugels martingales with terminal state constraints;Optimal Control Applications and Methods;2024-03-17

2. Optimal Control Strategies for the Premium Policy of an Insurance Firm with Jump Diffusion Assets and Stochastic Interest Rate;Journal of Risk and Financial Management;2022-03-17

3. A Mean-Field Optimal Control for Fully Coupled Forward-Backward Stochastic Control Systems with Lévy Processes;Journal of Systems Science and Complexity;2021-06-28

4. On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales;Mathematical Methods in the Applied Sciences;2020-07-09

5. A Necessary Condition for Optimal Control of Forward-Backward Stochastic Control System with Lévy Process in Nonconvex Control Domain Case;Mathematical Problems in Engineering;2020-06-03

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