1. Michał Kisielewicz, “Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions”, Stochastic Analysis and Applications, 42:2 (2024), 306  crossref
  2. Abouo Elouaflin, Khaled Bahlali, Brahim Mezerdi, Soufiane Mouchtabih, “Weak solutions to coupled quadratic forward backward stochastic differential equations and Sobolev solutions to their related partial differential equations”, Math Methods in App Sciences, 2024  crossref
  3. El Mountasar Billah Bouhadjar, Nabil Khelfallah, Mhamed Eddahbi, “One-Dimensional BSDEs with Jumps and Logarithmic Growth”, Axioms, 13:6 (2024), 354  crossref
  4. Michał Kisielewicz, “Recursive utility optimization problem described by forward–backward stochastic differential inclusions”, Optimization, 2024, 1  crossref
  5. Abdallah Roubi, Abouo Elouaflin, “Existence of a weak solution to a Markovian BSDE with discontinuous coefficients”, Random Operators and Stochastic Equations, 2024  crossref
  6. Çağ{\i}n Ararat, Jin Ma, Wenqian Wu, “Set-valued backward stochastic differential equations”, Ann. Appl. Probab., 33:5 (2023)  crossref
  7. Jinhui Han, Sheung Chi Phillip Yam, “A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management”, SIAM J. Control Optim., 60:3 (2022), 1193  crossref
  8. Giuseppina Guatteri, Federica Masiero, “Stochastic maximum principle for problems with delay with dependence on the past through general measures”, MCRF, 11:4 (2021), 829  crossref
  9. Xiao Lishun, Fan Shengjun, “L-P (P >= 1) Solutions of Multidimensional Bsdes With Time-Varying Quasi-Holder Continuity Generators in General Time Intervals”, Commun. Korean Math. Soc., 35:2 (2020), 667–684  crossref  mathscinet  isi
  10. Ninouh A., Gherbal B., Berrouis N., “Existence of Optimal Controls For Systems of Controlled Forward-Backward Doubly Sdes”, Random Operators Stoch. Equ., 28:2 (2020), 93–112  crossref  mathscinet  isi
  11. Elena Issoglio, Shuai Jing, “Forward–backward SDEs with distributional coefficients”, Stochastic Processes and their Applications, 130:1 (2020), 47  crossref
  12. Chen J., Ma J., Yin H., “Forward-Backward SDEs With Discontinuous Coefficients”, Stoch. Anal. Appl., 36:2 (2018), 274–294  crossref  mathscinet  zmath  isi  scopus
  13. Carmona R. Delarue F., “Probabilistic Theory of Mean Field Games With Applications i: Mean Field Fbsdes, Control, and Games”, Probabilistic Theory of Mean Field Games With Applications i: Mean Field Fbsdes, Control, and Games, Probability Theory and Stochastic Modelling, 83, Springer International Publishing Ag, 2018, 1–713  crossref  mathscinet  zmath  isi
  14. Carmona R. Delarue F., “Probabilistic Theory of Mean Field Games With Applications II: Mean Field Games With Common Noise and Master Equations”, Probabilistic Theory of Mean Field Games With Applications II: Mean Field Games With Common Noise and Master Equations, Probability Theory and Stochastic Modelling, 84, Springer International Publishing Ag, 2018, 1–697  crossref  mathscinet  isi
  15. René Carmona, François Delarue, Probability Theory and Stochastic Modelling, 84, Probabilistic Theory of Mean Field Games with Applications II, 2018, 3  crossref
  16. René Carmona, François Delarue, Probability Theory and Stochastic Modelling, 84, Probabilistic Theory of Mean Field Games with Applications II, 2018, 323  crossref
  17. René Carmona, François Delarue, Probability Theory and Stochastic Modelling, 84, Probabilistic Theory of Mean Field Games with Applications II, 2018, 541  crossref
  18. René Carmona, François Delarue, Probability Theory and Stochastic Modelling, 84, Probabilistic Theory of Mean Field Games with Applications II, 2018, 155  crossref
  19. René Carmona, François Delarue, Probability Theory and Stochastic Modelling, 84, Probabilistic Theory of Mean Field Games with Applications II, 2018, 239  crossref
  20. René Carmona, François Delarue, Probability Theory and Stochastic Modelling, 84, Probabilistic Theory of Mean Field Games with Applications II, 2018, 107  crossref
1
2
3
Следующая