Lpestimates for fully coupled FBSDEs with jumps
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference22 articles.
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1. The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps;SIAM Journal on Control and Optimization;2023-05-10
2. Lp-Estimate for Linear Forward-Backward Stochastic Differential Equations;Acta Mathematica Sinica, English Series;2023-05
3. Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls;SIAM Journal on Control and Optimization;2023-04-28
4. Lp estimations of fully coupled FBSDEs;Systems & Control Letters;2023-02
5. Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations;Discrete and Continuous Dynamical Systems;2023
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