Stochastic control for Backward Stochastic Differential Equations with semi-Markov chain noises
Fuente:
arXiv
Guardado en:
| Autores principales: | Elliott, Robert J., Yang, Zhe |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Conditional Expectation Backward Stochastic Differential Equations and Related Backward Stochastic Differential Equations with Conditional Reflection
por: Li, Hanwu
Publicado: (2025)
por: Li, Hanwu
Publicado: (2025)
Infinite Anticipation Backward Stochastic Differential Equations
por: Cheng, Guanwei, et al.
Publicado: (2025)
por: Cheng, Guanwei, et al.
Publicado: (2025)
Backward Stochastic Differential Equations with Nonlinear Expectation Reflection
por: Li, Hanwu
Publicado: (2025)
por: Li, Hanwu
Publicado: (2025)
Conditional Reflected Backward Stochastic Differential Equations with Two Barriers
por: Li, Hanwu
Publicado: (2026)
por: Li, Hanwu
Publicado: (2026)
Stochastic PDEs driven by G-Brownian motion and the associated Backward Doubly Stochastic Differential Equations
por: Denis, Laurent, et al.
Publicado: (2025)
por: Denis, Laurent, et al.
Publicado: (2025)
Mean Field Backward Stochastic Differential Equations with Double Mean Reflections
por: Li, Hanwu, et al.
Publicado: (2025)
por: Li, Hanwu, et al.
Publicado: (2025)
Propagation of Chaos for Mean-field Mean Reflected Backward Stochastic Differential Equations
por: Li, Hanwu
Publicado: (2026)
por: Li, Hanwu
Publicado: (2026)
Mean-Field Backward Stochastic Differential Equations with Nonlinear Resistance and Double Mean Reflections
por: Li, Hanwu, et al.
Publicado: (2026)
por: Li, Hanwu, et al.
Publicado: (2026)
Multi-dimensional Backward Stochastic Differential Equations of Diagonally Quadratic Generators with a Special Structure
por: Yang, Guang
Publicado: (2023)
por: Yang, Guang
Publicado: (2023)
Mean Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Constraints
por: He, Wei, et al.
Publicado: (2024)
por: He, Wei, et al.
Publicado: (2024)
Backward Stochastic Differential Equations-guided Generative Model for Structural-to-functional Neuroimage Translator
por: Chen, Zengjing, et al.
Publicado: (2025)
por: Chen, Zengjing, et al.
Publicado: (2025)
Admitted symmetries of Backward Stochastic Differential Equations
por: Ouknine, Anas, et al.
Publicado: (2025)
por: Ouknine, Anas, et al.
Publicado: (2025)
Multidimensional Backward Stochastic Differential Equations with Rough Drifts
por: Liang, Jiahao, et al.
Publicado: (2023)
por: Liang, Jiahao, et al.
Publicado: (2023)
Well-Posedness of Generalized Mean-Reflected McKean-Vlasov Backward Stochastic Differential Equations
por: Qian, Ruisen
Publicado: (2026)
por: Qian, Ruisen
Publicado: (2026)
Infinite Horizon Optimal Control of Forward-Backward Stochastic Volterra Equations with Delay
por: Djaber, Ibtissem, et al.
Publicado: (2026)
por: Djaber, Ibtissem, et al.
Publicado: (2026)
Explicit Solution of Infinite-Horizon Linear Backward Stochastic Volterra Integral Equations
por: Yakhlef, Samia, et al.
Publicado: (2026)
por: Yakhlef, Samia, et al.
Publicado: (2026)
A Class of Multi-dimensional Backward Stochastic Differential Equations with Singular Generators exhibiting Diagonally Quadratic Growth and Applications
por: Wang, Wenbo, et al.
Publicado: (2025)
por: Wang, Wenbo, et al.
Publicado: (2025)
Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
por: Agarwal, A., et al.
Publicado: (2024)
por: Agarwal, A., et al.
Publicado: (2024)
Measuring Financial Resilience Using Backward Stochastic Differential Equations
por: Laeven, Roger J. A., et al.
Publicado: (2025)
por: Laeven, Roger J. A., et al.
Publicado: (2025)
Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations
por: Ouknine, Anas, et al.
Publicado: (2025)
por: Ouknine, Anas, et al.
Publicado: (2025)
Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
por: Ackermann, Julia, et al.
Publicado: (2025)
por: Ackermann, Julia, et al.
Publicado: (2025)
Stochastic Differential Equations models for Least-Squares Stochastic Gradient Descent
por: Schertzer, Adrien, et al.
Publicado: (2024)
por: Schertzer, Adrien, et al.
Publicado: (2024)
Set-Valued Stochastic Differential Equations with Unbounded Coefficients
por: Almuzaini, Atiqah, et al.
Publicado: (2024)
por: Almuzaini, Atiqah, et al.
Publicado: (2024)
Mean Field Stochastic Partial Differential Equations with Nonlinear Kernels
por: Hong, Wei, et al.
Publicado: (2025)
por: Hong, Wei, et al.
Publicado: (2025)
Stochastic transport by Gaussian noise
por: Flandoli, Franco, et al.
Publicado: (2023)
por: Flandoli, Franco, et al.
Publicado: (2023)
Strong Stability Preservation for Stochastic Partial Differential Equations
por: Woodfield, James
Publicado: (2024)
por: Woodfield, James
Publicado: (2024)
Backward Stochastic Volterra integral equations driven by G-Brownian motion
por: Zhao, Bingru, et al.
Publicado: (2025)
por: Zhao, Bingru, et al.
Publicado: (2025)
Stochastic transport equation with Lévy noise
por: Brzeźniak, Zdzisław, et al.
Publicado: (2025)
por: Brzeźniak, Zdzisław, et al.
Publicado: (2025)
Fractional Backward Stochastic Partial Differential Equations with Applications to Stochastic Optimal Control of Partially Observed Systems driven by Lévy Processes
por: Ye, Yuyang, et al.
Publicado: (2024)
por: Ye, Yuyang, et al.
Publicado: (2024)
A Complete Decomposition of Stochastic Differential Equations
por: Duffield, Samuel
Publicado: (2026)
por: Duffield, Samuel
Publicado: (2026)
Neural Laplace for learning Stochastic Differential Equations
por: Carrel, Adrien
Publicado: (2024)
por: Carrel, Adrien
Publicado: (2024)
Approximation to Deep Q-Network by Stochastic Delay Differential Equations
por: Lu, Jianya, et al.
Publicado: (2025)
por: Lu, Jianya, et al.
Publicado: (2025)
Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations
por: Wang, Zhaohang, et al.
Publicado: (2025)
por: Wang, Zhaohang, et al.
Publicado: (2025)
Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints
por: Li, Hanwu
Publicado: (2026)
por: Li, Hanwu
Publicado: (2026)
Propagation of Chaos for Derivatives of McKean-Vlasov Stochastic Differential Equations and Applications
por: Zhao, Xiao-Yu
Publicado: (2026)
por: Zhao, Xiao-Yu
Publicado: (2026)
Functional Stochastic Differential Equations with Positivity Constraints Driven by Fractional Brownian Motion
por: Monir, Chadad
Publicado: (2024)
por: Monir, Chadad
Publicado: (2024)
Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations
por: Huynh, Phuoc-Toan, et al.
Publicado: (2026)
por: Huynh, Phuoc-Toan, et al.
Publicado: (2026)
Stochastic heat flow is a black noise
por: Gu, Yu, et al.
Publicado: (2025)
por: Gu, Yu, et al.
Publicado: (2025)
Nonlinear Stochastic Filtering with Volterra Gaussian noises
por: Cass, Thomas, et al.
Publicado: (2025)
por: Cass, Thomas, et al.
Publicado: (2025)
Uniqueness Problem for the Backward Differential Equation of a Continuous-State Branching Process
por: Li, Pei-Sen, et al.
Publicado: (2024)
por: Li, Pei-Sen, et al.
Publicado: (2024)
Ejemplares similares
-
Conditional Expectation Backward Stochastic Differential Equations and Related Backward Stochastic Differential Equations with Conditional Reflection
por: Li, Hanwu
Publicado: (2025) -
Infinite Anticipation Backward Stochastic Differential Equations
por: Cheng, Guanwei, et al.
Publicado: (2025) -
Backward Stochastic Differential Equations with Nonlinear Expectation Reflection
por: Li, Hanwu
Publicado: (2025) -
Conditional Reflected Backward Stochastic Differential Equations with Two Barriers
por: Li, Hanwu
Publicado: (2026) -
Stochastic PDEs driven by G-Brownian motion and the associated Backward Doubly Stochastic Differential Equations
por: Denis, Laurent, et al.
Publicado: (2025)