Wu, Shuang Linear-quadratic non-zero sum backward stochastic differential game with overlapping information. (English) Zbl 07743794 IEEE Trans. Autom. Control 68, No. 3, 1800-1806 (2023). MSC: 93-XX PDF BibTeX XML Cite \textit{S. Wu}, IEEE Trans. Autom. Control 68, No. 3, 1800--1806 (2023; Zbl 07743794) Full Text: DOI
Tsuchida, Yoshifumi Control variate method for deep BSDE solver using weak approximation. (English) Zbl 07742992 Asia-Pac. Financ. Mark. 30, No. 2, 273-296 (2023). MSC: 91G60 65C30 60H10 60H15 PDF BibTeX XML Cite \textit{Y. Tsuchida}, Asia-Pac. Financ. Mark. 30, No. 2, 273--296 (2023; Zbl 07742992) Full Text: DOI
Chen, Tian; Liu, Ruyi; Wu, Zhen Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon. (English) Zbl 07741530 J. Syst. Sci. Complex. 36, No. 2, 457-479 (2023). MSC: 91G10 60H10 60J20 60J70 PDF BibTeX XML Cite \textit{T. Chen} et al., J. Syst. Sci. Complex. 36, No. 2, 457--479 (2023; Zbl 07741530) Full Text: DOI arXiv
Bao, Feng; Cao, Yanzhao; Zhang, He Splitting scheme for backward doubly stochastic differential equations. (English) Zbl 07741459 Adv. Comput. Math. 49, No. 4, Paper No. 65, 25 p. (2023). MSC: 60H15 65C20 93E11 PDF BibTeX XML Cite \textit{F. Bao} et al., Adv. Comput. Math. 49, No. 4, Paper No. 65, 25 p. (2023; Zbl 07741459) Full Text: DOI arXiv
Elmansouri, Badr; El Otmani, Mohamed Generalized backward stochastic differential equations with jumps in a general filtration. (English) Zbl 07739185 Random Oper. Stoch. Equ. 31, No. 3, 205-216 (2023). MSC: 60H10 34F05 60H15 35R60 60H20 60H30 60H05 PDF BibTeX XML Cite \textit{B. Elmansouri} and \textit{M. El Otmani}, Random Oper. Stoch. Equ. 31, No. 3, 205--216 (2023; Zbl 07739185) Full Text: DOI
Li, Yangrong; Yang, Shuang Hausdorff sub-norm spaces and continuity of random attractors for bi-stochastic g-Navier-Stokes equations with respect to tempered forces. (English) Zbl 07735771 J. Dyn. Differ. Equations 35, No. 1, 543-574 (2023). MSC: 37L55 35B41 60H15 PDF BibTeX XML Cite \textit{Y. Li} and \textit{S. Yang}, J. Dyn. Differ. Equations 35, No. 1, 543--574 (2023; Zbl 07735771) Full Text: DOI
Zheng, Yueyang; Shi, Jingtao The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon. (English) Zbl 07734406 ESAIM, Control Optim. Calc. Var. 29, Paper No. 34, 49 p. (2023). MSC: 93E20 49N10 49N70 60H10 PDF BibTeX XML Cite \textit{Y. Zheng} and \textit{J. Shi}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 34, 49 p. (2023; Zbl 07734406) Full Text: DOI arXiv
An, Lifen; Cohen, Samuel N.; Ji, Shaolin Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation. (English) Zbl 07733584 Electron. J. Probab. 28, Paper No. 99, 24 p. (2023). MSC: 60G42 60H10 PDF BibTeX XML Cite \textit{L. An} et al., Electron. J. Probab. 28, Paper No. 99, 24 p. (2023; Zbl 07733584) Full Text: DOI arXiv Link
Massing, Till Approximation and error analysis of forward-backward SDEs driven by general Lévy processes using shot noise series representations. (English) Zbl 1517.60065 ESAIM, Probab. Stat. 27, 694-722 (2023). MSC: 60H10 60H35 65C05 PDF BibTeX XML Cite \textit{T. Massing}, ESAIM, Probab. Stat. 27, 694--722 (2023; Zbl 1517.60065) Full Text: DOI arXiv
Hamaguchi, Yushi; Taguchi, Dai Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations. (English) Zbl 1517.60078 ESAIM, Probab. Stat. 27, 19-79 (2023). MSC: 60H20 65C30 60H07 PDF BibTeX XML Cite \textit{Y. Hamaguchi} and \textit{D. Taguchi}, ESAIM, Probab. Stat. 27, 19--79 (2023; Zbl 1517.60078) Full Text: DOI arXiv
Lei, Ziyi; Gan, Siqing; Liu, Jing First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps. (English) Zbl 07730423 Numer. Algorithms 94, No. 1, 93-130 (2023). MSC: 65-XX 60H35 60H10 65C30 PDF BibTeX XML Cite \textit{Z. Lei} et al., Numer. Algorithms 94, No. 1, 93--130 (2023; Zbl 07730423) Full Text: DOI arXiv
Yang, Zhou; Zhang, Jing; Zhou, Chao Robust control problems of BSDEs coupled with value functions. (English) Zbl 07726719 SIAM J. Financ. Math. 14, No. 3, 721-750 (2023). MSC: 91G10 60H30 49L20 93E20 PDF BibTeX XML Cite \textit{Z. Yang} et al., SIAM J. Financ. Math. 14, No. 3, 721--750 (2023; Zbl 07726719) Full Text: DOI arXiv
Essaky, E. H.; Hassani, M.; Rhazlane, C. E. Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles. (English) Zbl 1517.60061 Stochastic Processes Appl. 163, 473-497 (2023). MSC: 60H10 60H20 60H05 PDF BibTeX XML Cite \textit{E. H. Essaky} et al., Stochastic Processes Appl. 163, 473--497 (2023; Zbl 1517.60061) Full Text: DOI arXiv
Aidara, Sadibou; Sagna, Yaya; Faye, Ibrahima Averaging principle for BSDEs driven by two mutually independent fractional Brownian motions. (English) Zbl 1517.60057 Appl. Anal. 102, No. 8, 2189-2199 (2023). MSC: 60H10 60H05 60G22 PDF BibTeX XML Cite \textit{S. Aidara} et al., Appl. Anal. 102, No. 8, 2189--2199 (2023; Zbl 1517.60057) Full Text: DOI
Oualaid, Abdelkarim; Bahlali, Khaled; Ouknine, Youssef Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations. (English) Zbl 07722774 J. Theor. Probab. 36, No. 3, 1400-1436 (2023). MSC: 60J76 60H10 60G57 35A23 PDF BibTeX XML Cite \textit{A. Oualaid} et al., J. Theor. Probab. 36, No. 3, 1400--1436 (2023; Zbl 07722774) Full Text: DOI
Dai, Bolun; Krishnamurthy, Prashanth; Papanicolaou, Andrew; Khorrami, Farshad State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE. (English) Zbl 07720569 Automatica 155, Article ID 111146, 7 p. (2023). MSC: 93E20 49L12 93C30 60H30 93C10 PDF BibTeX XML Cite \textit{B. Dai} et al., Automatica 155, Article ID 111146, 7 p. (2023; Zbl 07720569) Full Text: DOI arXiv
Djehiche, Boualem; Elie, Romuald; Hamadène, Said Mean-field reflected backward stochastic differential equations. (English) Zbl 1515.60182 Ann. Appl. Probab. 33, No. 4, 2493-2518 (2023). MSC: 60H10 60H07 49N90 PDF BibTeX XML Cite \textit{B. Djehiche} et al., Ann. Appl. Probab. 33, No. 4, 2493--2518 (2023; Zbl 1515.60182) Full Text: DOI Link
Xu, Mingyu Superhedging problem under ratio constraint: BSDE approaches with Malliavin calculus. (English) Zbl 1515.60224 Numer. Algebra Control Optim. 13, No. 3-4, 664-680 (2023). MSC: 60H10 60H30 91G80 PDF BibTeX XML Cite \textit{M. Xu}, Numer. Algebra Control Optim. 13, No. 3--4, 664--680 (2023; Zbl 1515.60224) Full Text: DOI
Feng, Qi; Luo, Man; Zhang, Zhaoyu Deep signature FBSDE algorithm. (English) Zbl 1517.65007 Numer. Algebra Control Optim. 13, No. 3-4, 500-522 (2023). MSC: 65C30 60H35 91G20 91G60 PDF BibTeX XML Cite \textit{Q. Feng} et al., Numer. Algebra Control Optim. 13, No. 3--4, 500--522 (2023; Zbl 1517.65007) Full Text: DOI arXiv
Hu, Kaitong; Ren, Zhenjie; Touzi, Nizar On path-dependent multidimensional forward-backward SDEs. (English) Zbl 1515.60194 Numer. Algebra Control Optim. 13, No. 3-4, 413-430 (2023). MSC: 60H10 60H15 60H30 35R60 PDF BibTeX XML Cite \textit{K. Hu} et al., Numer. Algebra Control Optim. 13, No. 3--4, 413--430 (2023; Zbl 1515.60194) Full Text: DOI arXiv
Hibon, Hélène; Hu, Ying; Tang, Shanjian Mean-field type quadratic BSDEs. (English) Zbl 1515.60191 Numer. Algebra Control Optim. 13, No. 3-4, 392-412 (2023). MSC: 60H10 PDF BibTeX XML Cite \textit{H. Hibon} et al., Numer. Algebra Control Optim. 13, No. 3--4, 392--412 (2023; Zbl 1515.60191) Full Text: DOI arXiv
Yong, Jiongmin Forward-backward stochastic differential equations: initiation, development and beyond. (English) Zbl 1515.60227 Numer. Algebra Control Optim. 13, No. 3-4, 367-391 (2023). MSC: 60H10 60H15 60H35 93E20 35K40 PDF BibTeX XML Cite \textit{J. Yong}, Numer. Algebra Control Optim. 13, No. 3--4, 367--391 (2023; Zbl 1515.60227) Full Text: DOI
Marzougue, Mohamed; El Otmani, Mohamed Irregular barrier reflected BSDEs driven by a Lévy process. (English) Zbl 1515.60206 Stochastic Anal. Appl. 41, No. 4, 734-751 (2023). MSC: 60H10 60G40 60H20 60H30 PDF BibTeX XML Cite \textit{M. Marzougue} and \textit{M. El Otmani}, Stochastic Anal. Appl. 41, No. 4, 734--751 (2023; Zbl 1515.60206) Full Text: DOI
Madan, Dilip B.; Schoutens, Wim; Wang, King Option returns. (English) Zbl 07716481 Front. Math. Finance 2, No. 2, 244-264 (2023). MSC: 91G20 35R60 45K05 60G46 PDF BibTeX XML Cite \textit{D. B. Madan} et al., Front. Math. Finance 2, No. 2, 244--264 (2023; Zbl 07716481) Full Text: DOI
Sarhan, Falah Hassan; Ismail, Hassan Khaleel Approximation solutions of backward fuzzy stochastic differential equations. (English) Zbl 07716245 Int. J. Math. Comput. Sci. 18, No. 4, 647-654 (2023). MSC: 65C30 PDF BibTeX XML Cite \textit{F. H. Sarhan} and \textit{H. K. Ismail}, Int. J. Math. Comput. Sci. 18, No. 4, 647--654 (2023; Zbl 07716245) Full Text: Link
Zhou, Hao; Hu, Yaozhong; Liu, Yanghui Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractionalBrownian motion. (English) Zbl 07715448 BIT 63, No. 3, Paper No. 40, 37 p. (2023). MSC: 65C30 60H10 60H35 PDF BibTeX XML Cite \textit{H. Zhou} et al., BIT 63, No. 3, Paper No. 40, 37 p. (2023; Zbl 07715448) Full Text: DOI arXiv
Wang, Renhai; Kinra, Kush; Mohan, Manil T. Asymptotically autonomous robustness in probability of random attractors for stochastic Navier-Stokes equations on unbounded Poincaré domains. (English) Zbl 07714711 SIAM J. Math. Anal. 55, No. 4, 2644-2676 (2023). MSC: 37L55 37L30 35Q30 35B41 35B40 60H15 PDF BibTeX XML Cite \textit{R. Wang} et al., SIAM J. Math. Anal. 55, No. 4, 2644--2676 (2023; Zbl 07714711) Full Text: DOI arXiv
Li, Junsong; Mi, Chao; Xing, Chuanzhi; Zhao, Dehao General coupled mean-field reflected forward-backward stochastic differential equations. (English) Zbl 07713409 Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 5, 2234-2262 (2023). MSC: 60H10 PDF BibTeX XML Cite \textit{J. Li} et al., Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 5, 2234--2262 (2023; Zbl 07713409) Full Text: DOI
Jia, Yunxiao; Feng, Xinwei; Huang, Jianhui; Xie, Tinghan Robust backward linear-quadratic differential game and team: a soft-constraint analysis. (English) Zbl 07712454 Syst. Control Lett. 177, Article ID 105533, 12 p. (2023). MSC: 91A23 91A65 60H10 93B51 PDF BibTeX XML Cite \textit{Y. Jia} et al., Syst. Control Lett. 177, Article ID 105533, 12 p. (2023; Zbl 07712454) Full Text: DOI
Iftimie, Bogdan A robust investment-consumption optimization problem in a switching regime interest rate setting. (English) Zbl 07712383 J. Glob. Optim. 86, No. 3, 713-739 (2023). MSC: 91G30 93E20 90C46 90C47 49N15 PDF BibTeX XML Cite \textit{B. Iftimie}, J. Glob. Optim. 86, No. 3, 713--739 (2023; Zbl 07712383) Full Text: DOI
Li, Min; Nie, Tianyang; Wu, Zhen Linear-quadratic large-population problem with partial information: Hamiltonian approach and Riccati approach. (English) Zbl 1515.60202 SIAM J. Control Optim. 61, No. 4, 2114-2139 (2023). MSC: 60H10 93E20 91A15 49N10 PDF BibTeX XML Cite \textit{M. Li} et al., SIAM J. Control Optim. 61, No. 4, 2114--2139 (2023; Zbl 1515.60202) Full Text: DOI arXiv
Berrhazi, Badr-eddine; El Fatini, Mohamed; Hilbert, Astrid; Mrhardy, Naoual; Pettersson, Roger RBDSDEs with jumps and optional barrier and mean field game with common noise. (English) Zbl 07711926 Stochastics 95, No. 4, 615-634 (2023). MSC: 60-XX PDF BibTeX XML Cite \textit{B.-e. Berrhazi} et al., Stochastics 95, No. 4, 615--634 (2023; Zbl 07711926) Full Text: DOI
Shi, Yufeng; Wen, Jiaqiang; Xiong, Jie Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs. (English) Zbl 07711919 Stochastics 95, No. 3, 396-422 (2023). MSC: 60H10 60H30 PDF BibTeX XML Cite \textit{Y. Shi} et al., Stochastics 95, No. 3, 396--422 (2023; Zbl 07711919) Full Text: DOI arXiv
Hernández, Camilo On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications. (English) Zbl 07711487 Stochastic Processes Appl. 162, 249-298 (2023). MSC: 60-XX PDF BibTeX XML Cite \textit{C. Hernández}, Stochastic Processes Appl. 162, 249--298 (2023; Zbl 07711487) Full Text: DOI arXiv
Li, Xinying; Fan, Shengjun \(L^p\) solutions of general time interval BSDEs with generators satisfying a \(p\)-order weak stochastic-monotonicity condition. (English) Zbl 07711335 Commun. Stat., Theory Methods 52, No. 16, 5650-5676 (2023). MSC: 60H10 PDF BibTeX XML Cite \textit{X. Li} and \textit{S. Fan}, Commun. Stat., Theory Methods 52, No. 16, 5650--5676 (2023; Zbl 07711335) Full Text: DOI
Mohan, Manil T. Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise. (English) Zbl 07710531 Math. Phys. Anal. Geom. 26, No. 3, Paper No. 16, 50 p. (2023). MSC: 60H15 35Q30 76D05 35R60 35K58 PDF BibTeX XML Cite \textit{M. T. Mohan}, Math. Phys. Anal. Geom. 26, No. 3, Paper No. 16, 50 p. (2023; Zbl 07710531) Full Text: DOI
Xie, Bing; Yu, Zhi Yong \(L^p\)-estimate for linear forward-backward stochastic differential equations. (English) Zbl 07710153 Acta Math. Sin., Engl. Ser. 39, No. 5, 827-845 (2023). Reviewer: Hossam A. Ghany (al-Qāhira) MSC: 60H10 PDF BibTeX XML Cite \textit{B. Xie} and \textit{Z. Y. Yu}, Acta Math. Sin., Engl. Ser. 39, No. 5, 827--845 (2023; Zbl 07710153) Full Text: DOI
El Jamali, Mohamed \(L^p\)-solution for BSDEs driven by a Lévy process. (English) Zbl 1515.60183 Random Oper. Stoch. Equ. 31, No. 2, 185-197 (2023). MSC: 60H10 60G51 60H30 65C30 PDF BibTeX XML Cite \textit{M. El Jamali}, Random Oper. Stoch. Equ. 31, No. 2, 185--197 (2023; Zbl 1515.60183) Full Text: DOI
Bishwal, Jaya P. N. Le Cam-Stratonovich-Boole theory for Itô diffusions. (English) Zbl 07708899 Random Oper. Stoch. Equ. 31, No. 2, 153-176 (2023). MSC: 62F12 62F15 62M05 60F05 60F10 60H10 PDF BibTeX XML Cite \textit{J. P. N. Bishwal}, Random Oper. Stoch. Equ. 31, No. 2, 153--176 (2023; Zbl 07708899) Full Text: DOI
Belfadli, Rachid; El Mellali, Tarik; Fakhouri, Imade; Ouknine, Youssef \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration. (English) Zbl 1515.60178 Random Oper. Stoch. Equ. 31, No. 2, 117-139 (2023). MSC: 60H10 60H20 60F25 PDF BibTeX XML Cite \textit{R. Belfadli} et al., Random Oper. Stoch. Equ. 31, No. 2, 117--139 (2023; Zbl 1515.60178) Full Text: DOI
Archibald, Richard; Bao, Feng; Yong, Jiongmin A sample-wise data driven control solver for the stochastic optimal control problem with unknown model parameters. (English) Zbl 07708290 Commun. Comput. Phys. 33, No. 4, 1132-1163 (2023). MSC: 93E20 93E11 93C57 65K10 PDF BibTeX XML Cite \textit{R. Archibald} et al., Commun. Comput. Phys. 33, No. 4, 1132--1163 (2023; Zbl 07708290) Full Text: DOI
Perninge, Magnus Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs. (English) Zbl 07708132 J. Math. Anal. Appl. 527, No. 1, Part 2, Article ID 127403, 39 p. (2023). MSC: 91A15 91A10 60H30 93C27 90C39 PDF BibTeX XML Cite \textit{M. Perninge}, J. Math. Anal. Appl. 527, No. 1, Part 2, Article ID 127403, 39 p. (2023; Zbl 07708132) Full Text: DOI arXiv
Li, Binjie; Xie, Xiaoping Temporal semi-discretizations of a backward semilinear stochastic evolution equation. (English) Zbl 1515.65028 Appl. Math. Optim. 88, No. 2, Paper No. 34, 30 p. (2023). MSC: 65C30 60H35 65K10 49N10 49J55 49M25 PDF BibTeX XML Cite \textit{B. Li} and \textit{X. Xie}, Appl. Math. Optim. 88, No. 2, Paper No. 34, 30 p. (2023; Zbl 1515.65028) Full Text: DOI arXiv
Xu, Jie; Lian, Qiqi; Wu, Jiang-Lun A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1515.60222 Appl. Math. Optim. 88, No. 2, Paper No. 32, 35 p. (2023). MSC: 60H10 60H20 60H07 PDF BibTeX XML Cite \textit{J. Xu} et al., Appl. Math. Optim. 88, No. 2, Paper No. 32, 35 p. (2023; Zbl 1515.60222) Full Text: DOI
Jakani, Manal System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains. (English) Zbl 07708046 Appl. Math. Optim. 88, No. 2, Paper No. 31, 39 p. (2023). MSC: 35D40 35K87 60J60 PDF BibTeX XML Cite \textit{M. Jakani}, Appl. Math. Optim. 88, No. 2, Paper No. 31, 39 p. (2023; Zbl 07708046) Full Text: DOI
Peskir, Goran; Roodman, David Sticky Feller diffusions. (English) Zbl 1517.60101 Electron. J. Probab. 28, Paper No. 29, 28 p. (2023). MSC: 60J60 60J80 60J65 60H20 35C15 35K20 35K67 PDF BibTeX XML Cite \textit{G. Peskir} and \textit{D. Roodman}, Electron. J. Probab. 28, Paper No. 29, 28 p. (2023; Zbl 1517.60101) Full Text: DOI Link
Fan, Xiliang; Jiang, Xiaoyan Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process. (English) Zbl 1515.93210 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1041-1061 (2023). MSC: 93E20 60H10 60H05 PDF BibTeX XML Cite \textit{X. Fan} and \textit{X. Jiang}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1041--1061 (2023; Zbl 1515.93210) Full Text: DOI
Sun, Yabing; Zhao, Weidong Numerical schemes for fully coupled mean-field forward backward stochastic differential equations. (English) Zbl 1515.60252 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 999-1013 (2023). MSC: 60H35 65C05 65C30 PDF BibTeX XML Cite \textit{Y. Sun} and \textit{W. Zhao}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 999--1013 (2023; Zbl 1515.60252) Full Text: DOI
Qiao, Huijie; Gong, Jun Backward multivalued McKean-Vlasov SDEs and associated variational inequalities. (English) Zbl 1515.60212 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 819-845 (2023). MSC: 60H10 PDF BibTeX XML Cite \textit{H. Qiao} and \textit{J. Gong}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 819--845 (2023; Zbl 1515.60212) Full Text: DOI arXiv
Cai, Meng; Gan, Siqing; Hu, Yaozhong Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise. (English) Zbl 07705777 Appl. Numer. Math. 188, 1-20 (2023). MSC: 60Hxx 65Mxx 35Kxx PDF BibTeX XML Cite \textit{M. Cai} et al., Appl. Numer. Math. 188, 1--20 (2023; Zbl 07705777) Full Text: DOI arXiv
Jin, Nana; Xu, Juanjuan; Zhang, Huanshui Irregular LQG optimal control problem involving multiplicative noise. (English) Zbl 07702866 Syst. Control Lett. 175, Article ID 105514, 6 p. (2023). MSC: 93E20 49N10 60H10 PDF BibTeX XML Cite \textit{N. Jin} et al., Syst. Control Lett. 175, Article ID 105514, 6 p. (2023; Zbl 07702866) Full Text: DOI
Wu, Wentao; Liu, Jian; Fisch, Nathaniel J.; Xiao, Jianyuan; Cai, Huishan; Liu, Zhaoyuan; Zhang, Ruili; He, Yang Weakly convergent stochastic simulation of electron collisions in plasmas. (English) Zbl 07701722 Comput. Phys. Commun. 289, Article ID 108758, 11 p. (2023). MSC: 82-XX 76-XX PDF BibTeX XML Cite \textit{W. Wu} et al., Comput. Phys. Commun. 289, Article ID 108758, 11 p. (2023; Zbl 07701722) Full Text: DOI
El Asri, Brahim; Oufdil, Khalid Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems. (English) Zbl 07701604 Stochastics 95, No. 1, 23-53 (2023). MSC: 60G40 93E05 93E20 60G99 PDF BibTeX XML Cite \textit{B. El Asri} and \textit{K. Oufdil}, Stochastics 95, No. 1, 23--53 (2023; Zbl 07701604) Full Text: DOI arXiv
Hu, Yaozhong; Li, Juan; Mi, Chao BSDEs generated by fractional space-time noise and related SPDEs. (English) Zbl 07701066 Appl. Math. Comput. 450, Article ID 127979, 30 p. (2023). MSC: 60Hxx 60Gxx 35Rxx PDF BibTeX XML Cite \textit{Y. Hu} et al., Appl. Math. Comput. 450, Article ID 127979, 30 p. (2023; Zbl 07701066) Full Text: DOI arXiv
Fang, Shuixin; Zhao, Weidong; Zhou, Tao Strong stability preserving multistep schemes for forward backward stochastic differential equations. (English) Zbl 1516.65003 J. Sci. Comput. 94, No. 3, Paper No. 53, 32 p. (2023). MSC: 65C30 60H35 65C20 PDF BibTeX XML Cite \textit{S. Fang} et al., J. Sci. Comput. 94, No. 3, Paper No. 53, 32 p. (2023; Zbl 1516.65003) Full Text: DOI
Jing, Guangdong; Wang, Penghui Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application. (English) Zbl 07697824 Math. Control Relat. Fields 13, No. 1, 215-249 (2023). MSC: 60H10 34B99 34F05 34L15 PDF BibTeX XML Cite \textit{G. Jing} and \textit{P. Wang}, Math. Control Relat. Fields 13, No. 1, 215--249 (2023; Zbl 07697824) Full Text: DOI arXiv
Klimsiak, Tomasz; Rzymowski, Maurycy Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution. (English) Zbl 07697549 Stochastic Processes Appl. 161, 424-450 (2023). MSC: 60H20 60G40 PDF BibTeX XML Cite \textit{T. Klimsiak} and \textit{M. Rzymowski}, Stochastic Processes Appl. 161, 424--450 (2023; Zbl 07697549) Full Text: DOI arXiv
Martini, Mattia Kolmogorov equations on spaces of measures associated to nonlinear filtering processes. (English) Zbl 1517.60092 Stochastic Processes Appl. 161, 385-423 (2023). Reviewer: Hossam A. Ghany (al-Qāhira) MSC: 60J25 60H30 60G35 PDF BibTeX XML Cite \textit{M. Martini}, Stochastic Processes Appl. 161, 385--423 (2023; Zbl 1517.60092) Full Text: DOI arXiv
Fadili, Mohamed Controllability of a backward stochastic cascade system of coupled parabolic heat equations by one control force. (English) Zbl 07696658 Evol. Equ. Control Theory 12, No. 2, 446-458 (2023). MSC: 93B05 93B07 93C20 93E03 60H15 PDF BibTeX XML Cite \textit{M. Fadili}, Evol. Equ. Control Theory 12, No. 2, 446--458 (2023; Zbl 07696658) Full Text: DOI
Wang, Sheng; Wu, Jing On approximations for reflected SDEs and SPDEs with Neumann boundary conditions. (English) Zbl 1515.60217 Discrete Contin. Dyn. Syst., Ser. B 28, No. 11, 5597-5640 (2023). MSC: 60H10 60F17 60H30 PDF BibTeX XML Cite \textit{S. Wang} and \textit{J. Wu}, Discrete Contin. Dyn. Syst., Ser. B 28, No. 11, 5597--5640 (2023; Zbl 1515.60217) Full Text: DOI
Addona, Davide; Masiero, Federica; Priola, Enrico A BSDEs approach to pathwise uniqueness for stochastic evolution equations. (English) Zbl 1516.60035 J. Differ. Equations 366, 192-248 (2023). MSC: 60H15 35R60 PDF BibTeX XML Cite \textit{D. Addona} et al., J. Differ. Equations 366, 192--248 (2023; Zbl 1516.60035) Full Text: DOI arXiv
Marzougue, Mohamed Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process. (English) Zbl 07693663 Bull. Sci. Math. 186, Article ID 103282, 22 p. (2023). MSC: 60G20 60H05 60H15 PDF BibTeX XML Cite \textit{M. Marzougue}, Bull. Sci. Math. 186, Article ID 103282, 22 p. (2023; Zbl 07693663) Full Text: DOI arXiv
Hernández, Camilo; Possamaï, Dylan Me, myself and i: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents. (English) Zbl 07692293 Ann. Appl. Probab. 33, No. 2, 1396-1458 (2023). MSC: 60H10 60H30 60G07 PDF BibTeX XML Cite \textit{C. Hernández} and \textit{D. Possamaï}, Ann. Appl. Probab. 33, No. 2, 1396--1458 (2023; Zbl 07692293) Full Text: DOI arXiv
Qiu, Jinniao; Zhang, Jing Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations. (English) Zbl 07692279 Ann. Appl. Probab. 33, No. 2, 889-930 (2023). MSC: 91A15 91A10 91A05 35R60 35F21 35D40 60H30 PDF BibTeX XML Cite \textit{J. Qiu} and \textit{J. Zhang}, Ann. Appl. Probab. 33, No. 2, 889--930 (2023; Zbl 07692279) Full Text: DOI arXiv
Zhang, Wei; Min, Hui \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations. (English) Zbl 07692061 J. Theor. Probab. 36, No. 2, 762-778 (2023). MSC: 60H35 60H10 65C20 65C30 PDF BibTeX XML Cite \textit{W. Zhang} and \textit{H. Min}, J. Theor. Probab. 36, No. 2, 762--778 (2023; Zbl 07692061) Full Text: DOI
Hamadène, Said; Mnif, Mohamed; Neffati, Sarra Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions. (English) Zbl 1516.35193 J. Dyn. Differ. Equations 35, No. 2, 1151-1173 (2023). MSC: 35D40 35R09 49J35 49N70 60H05 PDF BibTeX XML Cite \textit{S. Hamadène} et al., J. Dyn. Differ. Equations 35, No. 2, 1151--1173 (2023; Zbl 1516.35193) Full Text: DOI arXiv
Zheng, Yueyang; Shi, Jingtao The global maximum principle for progressive optimal control of partially observed forward-backward stochastic systems with random jumps. (English) Zbl 07691001 SIAM J. Control Optim. 61, No. 3, 1063-1094 (2023). Reviewer: Kai Wang (Bengbu) MSC: 93E20 93E11 60H10 PDF BibTeX XML Cite \textit{Y. Zheng} and \textit{J. Shi}, SIAM J. Control Optim. 61, No. 3, 1063--1094 (2023; Zbl 07691001) Full Text: DOI arXiv
Wu, Zhen; Xie, Bing; Yu, Zhiyong Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations. (English) Zbl 07689321 Discrete Contin. Dyn. Syst. 43, No. 6, 2494-2523 (2023). MSC: 60H10 35K55 35C05 PDF BibTeX XML Cite \textit{Z. Wu} et al., Discrete Contin. Dyn. Syst. 43, No. 6, 2494--2523 (2023; Zbl 07689321) Full Text: DOI
Wu, Yue Backward Euler-Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift. (English) Zbl 07686383 J. Theor. Probab. 36, No. 1, 605-622 (2023). MSC: 37A50 65C30 60H10 35F05 60H35 65L04 PDF BibTeX XML Cite \textit{Y. Wu}, J. Theor. Probab. 36, No. 1, 605--622 (2023; Zbl 07686383) Full Text: DOI
Yang, Xiaochen; Li, Mengna; Yang, Zhanwen; Zhang, Chiping Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model. (English) Zbl 07684718 Numer. Algorithms 93, No. 2, 563-579 (2023). MSC: 65C30 60H10 65C30 PDF BibTeX XML Cite \textit{X. Yang} et al., Numer. Algorithms 93, No. 2, 563--579 (2023; Zbl 07684718) Full Text: DOI
Perninge, Magnus Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers. (English) Zbl 1509.60119 ESAIM, Control Optim. Calc. Var. 29, Paper No. 25, 28 p. (2023). MSC: 60H10 93E20 49L20 PDF BibTeX XML Cite \textit{M. Perninge}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 25, 28 p. (2023; Zbl 1509.60119) Full Text: DOI arXiv
Makhlouf, K.; Agram, N.; Hilbert, A.; Øksendal, B. SPDEs with space interactions and application to population modelling. (English) Zbl 1509.60125 ESAIM, Control Optim. Calc. Var. 29, Paper No. 18, 23 p. (2023). MSC: 60H30 93E20 91G80 91B70 PDF BibTeX XML Cite \textit{K. Makhlouf} et al., ESAIM, Control Optim. Calc. Var. 29, Paper No. 18, 23 p. (2023; Zbl 1509.60125) Full Text: DOI arXiv
Jönsson, Johan; Perninge, Magnus Finite horizon impulse control of stochastic functional differential equations. (English) Zbl 1515.60197 SIAM J. Control Optim. 61, No. 2, 924-948 (2023). MSC: 60H10 60G40 93E20 62P20 91B99 PDF BibTeX XML Cite \textit{J. Jönsson} and \textit{M. Perninge}, SIAM J. Control Optim. 61, No. 2, 924--948 (2023; Zbl 1515.60197) Full Text: DOI arXiv
Aman, Auguste; Coulibaly, Harouna; Đorđević, Jasmina Forward-backward stochastic differential equations with delay generators. (English) Zbl 07681045 Stoch. Dyn. 23, No. 2, Article ID 2350012, 14 p. (2023). MSC: 60H10 60F10 60H30 PDF BibTeX XML Cite \textit{A. Aman} et al., Stoch. Dyn. 23, No. 2, Article ID 2350012, 14 p. (2023; Zbl 07681045) Full Text: DOI
Wang, Xu; Zhao, Weidong Sinc-multistep schemes for forward backward stochastic differential equations. (English) Zbl 07679218 Adv. Appl. Math. Mech. 15, No. 3, 737-768 (2023). MSC: 65C30 60H10 60H35 PDF BibTeX XML Cite \textit{X. Wang} and \textit{W. Zhao}, Adv. Appl. Math. Mech. 15, No. 3, 737--768 (2023; Zbl 07679218) Full Text: DOI
Nagai, Hideo Optimal consumption-investment under partial information in conditionally log-Gaussian models. (English) Zbl 1509.91039 Probab. Uncertain. Quant. Risk 8, No. 1, 95-120 (2023). MSC: 91G10 35Q91 49L20 60H30 93E20 PDF BibTeX XML Cite \textit{H. Nagai}, Probab. Uncertain. Quant. Risk 8, No. 1, 95--120 (2023; Zbl 1509.91039) Full Text: DOI
Huang, Pengyan; Wang, Guangchen; Wang, Wencan; Wang, Yu A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise. (English) Zbl 1511.91015 Appl. Math. Comput. 446, Article ID 127899, 17 p. (2023). MSC: 91A16 93E20 60H10 PDF BibTeX XML Cite \textit{P. Huang} et al., Appl. Math. Comput. 446, Article ID 127899, 17 p. (2023; Zbl 1511.91015) Full Text: DOI
Lü, Qi; Wang, Tianxiao Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients. (English. French summary) Zbl 1511.49022 J. Math. Pures Appl. (9) 173, 195-242 (2023). MSC: 49N35 49N10 60H15 93E20 60H25 PDF BibTeX XML Cite \textit{Q. Lü} and \textit{T. Wang}, J. Math. Pures Appl. (9) 173, 195--242 (2023; Zbl 1511.49022) Full Text: DOI arXiv
D’Ambrosio, Raffaele; Di Giovacchino, Stefano Long-term analysis of stochastic Hamiltonian systems under time discretizations. (English) Zbl 1512.65014 SIAM J. Sci. Comput. 45, No. 2, A257-A288 (2023). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 65P10 PDF BibTeX XML Cite \textit{R. D'Ambrosio} and \textit{S. Di Giovacchino}, SIAM J. Sci. Comput. 45, No. 2, A257--A288 (2023; Zbl 1512.65014) Full Text: DOI
Anugu, Sumith Reddy; Borkar, Vivek S. A selection procedure for extracting the unique Feller weak solution of degenerate diffusions. (English) Zbl 07671503 Appl. Math. Optim. 87, No. 3, Paper No. 46, 27 p. (2023). MSC: 60H10 60J25 34F05 35K65 35D40 49L25 PDF BibTeX XML Cite \textit{S. R. Anugu} and \textit{V. S. Borkar}, Appl. Math. Optim. 87, No. 3, Paper No. 46, 27 p. (2023; Zbl 07671503) Full Text: DOI arXiv
Hamaguchi, Yushi On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay. (English) Zbl 1511.93141 Appl. Math. Optim. 87, No. 3, Paper No. 42, 38 p. (2023). MSC: 93E20 60H20 34K50 34K37 PDF BibTeX XML Cite \textit{Y. Hamaguchi}, Appl. Math. Optim. 87, No. 3, Paper No. 42, 38 p. (2023; Zbl 1511.93141) Full Text: DOI arXiv
Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas; Tuan Anh Nguyen Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. (English) Zbl 1515.65025 J. Numer. Math. 31, No. 1, 1-28 (2023). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 60H35 65C05 PDF BibTeX XML Cite \textit{M. Hutzenthaler} et al., J. Numer. Math. 31, No. 1, 1--28 (2023; Zbl 1515.65025) Full Text: DOI arXiv
Li, Binjie; Xie, Xiaoping Convergence of a spatial semidiscretization for a backward semilinear stochastic parabolic equation. (English) Zbl 1517.49017 SIAM J. Control Optim. 61, No. 1, 47-71 (2023). Reviewer: Latifa Debbi (M’Sila) MSC: 49M25 65C30 60H35 35K58 35R60 60J65 49N10 49J55 PDF BibTeX XML Cite \textit{B. Li} and \textit{X. Xie}, SIAM J. Control Optim. 61, No. 1, 47--71 (2023; Zbl 1517.49017) Full Text: DOI arXiv
Tian, Ran; Yu, Zhiyong Mean-field type FBSDEs under domination-monotonicity conditions and application to LQ problems. (English) Zbl 1511.93145 SIAM J. Control Optim. 61, No. 1, 22-46 (2023). MSC: 93E20 60H10 49N10 PDF BibTeX XML Cite \textit{R. Tian} and \textit{Z. Yu}, SIAM J. Control Optim. 61, No. 1, 22--46 (2023; Zbl 1511.93145) Full Text: DOI arXiv
Oufdil, Khalid Stochastic zero-sum differential games and backward stochastic differential equations. (English) Zbl 1510.35409 Random Oper. Stoch. Equ. 31, No. 1, 65-86 (2023). MSC: 35R60 35Q91 60G40 62P20 PDF BibTeX XML Cite \textit{K. Oufdil}, Random Oper. Stoch. Equ. 31, No. 1, 65--86 (2023; Zbl 1510.35409) Full Text: DOI
Han, Qiang; Ji, Shaolin Two-step scheme for backward stochastic differential equations. (English) Zbl 07661683 J. Comput. Math. 41, No. 2, 287-304 (2023). MSC: 60H35 60H10 65C05 PDF BibTeX XML Cite \textit{Q. Han} and \textit{S. Ji}, J. Comput. Math. 41, No. 2, 287--304 (2023; Zbl 07661683) Full Text: DOI
Kim, Mun-Chol; O, Hun; Hwang, Ho-Jin Optimal stopping under \(g\)-expectation with \(L \exp \left(\mu\sqrt{2\log(1+L)}\right)\)-integrable reward process. (English) Zbl 1515.60111 J. Appl. Probab. 60, No. 1, 241-252 (2023). MSC: 60G40 60H10 60H30 PDF BibTeX XML Cite \textit{M.-C. Kim} et al., J. Appl. Probab. 60, No. 1, 241--252 (2023; Zbl 1515.60111) Full Text: DOI
Molla, Hasib Uddin; Qiu, Jinniao Numerical approximations of coupled forward-backward SPDEs. (English) Zbl 1509.60121 Stochastic Anal. Appl. 41, No. 2, 291-326 (2023). MSC: 60H15 65C05 93E20 35D35 PDF BibTeX XML Cite \textit{H. U. Molla} and \textit{J. Qiu}, Stochastic Anal. Appl. 41, No. 2, 291--326 (2023; Zbl 1509.60121) Full Text: DOI arXiv
Fan, Shengjun; Hu, Ying; Tang, Shanjian Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs. (English) Zbl 07656799 Stochastic Processes Appl. 157, 335-375 (2023). Reviewer: Feng Chen (Changchun) MSC: 60H10 PDF BibTeX XML Cite \textit{S. Fan} et al., Stochastic Processes Appl. 157, 335--375 (2023; Zbl 07656799) Full Text: DOI arXiv
Boufoussi, Brahim; Hamadène, Saïd; Jakani, Manal Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions. (English) Zbl 1515.60232 J. Math. Anal. Appl. 522, No. 1, Article ID 126947, 36 p. (2023). MSC: 60H15 93E20 60G40 60H30 PDF BibTeX XML Cite \textit{B. Boufoussi} et al., J. Math. Anal. Appl. 522, No. 1, Article ID 126947, 36 p. (2023; Zbl 1515.60232) Full Text: DOI
Nam, Kihun; Xu, Yunxi Forward-backward stochastic equations: a functional fixed point approach. (English) Zbl 1515.60209 Stochastic Anal. Appl. 41, No. 1, 16-44 (2023). MSC: 60H10 47J25 PDF BibTeX XML Cite \textit{K. Nam} and \textit{Y. Xu}, Stochastic Anal. Appl. 41, No. 1, 16--44 (2023; Zbl 1515.60209) Full Text: DOI
Li, Xiaotong; Liu, Wei; Wang, Yudong; Wu, Ruoxue Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients. (English) Zbl 1503.65017 Appl. Math. Lett. 139, Article ID 108543, 7 p. (2023). MSC: 65C30 60H10 60H35 65L20 PDF BibTeX XML Cite \textit{X. Li} et al., Appl. Math. Lett. 139, Article ID 108543, 7 p. (2023; Zbl 1503.65017) Full Text: DOI
Herdegen, Martin; Hobson, David; Jerome, Joseph The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations. (English) Zbl 1502.91054 Finance Stoch. 27, No. 1, 127-158 (2023). MSC: 91G10 91B16 60H30 PDF BibTeX XML Cite \textit{M. Herdegen} et al., Finance Stoch. 27, No. 1, 127--158 (2023; Zbl 1502.91054) Full Text: DOI
Liu, Rong; Ma, Wanbiao; Guo, Ke The general chemostat model with multiple nutrients and flocculating agent: from deterministic behavior to stochastic forcing transition. (English) Zbl 1505.92258 Commun. Nonlinear Sci. Numer. Simul. 117, Article ID 106910, 22 p. (2023). MSC: 92D40 92D25 34A34 60H30 PDF BibTeX XML Cite \textit{R. Liu} et al., Commun. Nonlinear Sci. Numer. Simul. 117, Article ID 106910, 22 p. (2023; Zbl 1505.92258) Full Text: DOI
Jiang, Yi; Liu, Jun Fast parallel-in-time quasi-boundary value methods for backward heat conduction problems. (English) Zbl 1510.65229 Appl. Numer. Math. 184, 325-339 (2023). Reviewer: Petr Sváček (Praha) MSC: 65M32 65M06 65N06 65T50 65F50 65F05 60H50 35K05 35Q79 35R30 35R25 35R60 PDF BibTeX XML Cite \textit{Y. Jiang} and \textit{J. Liu}, Appl. Numer. Math. 184, 325--339 (2023; Zbl 1510.65229) Full Text: DOI arXiv
Liu, Wei; Mao, Xuerong; Wu, Yue The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients. (English) Zbl 07630327 Appl. Numer. Math. 184, 137-150 (2023). MSC: 65Cxx 65Lxx 60H35 PDF BibTeX XML Cite \textit{W. Liu} et al., Appl. Numer. Math. 184, 137--150 (2023; Zbl 07630327) Full Text: DOI arXiv
Marzougue, Mohamed Non-linear Dynkin games over split stopping times. (English) Zbl 1499.60132 Stat. Probab. Lett. 193, Article ID 109721, 7 p. (2023). MSC: 60G40 91A15 60H10 PDF BibTeX XML Cite \textit{M. Marzougue}, Stat. Probab. Lett. 193, Article ID 109721, 7 p. (2023; Zbl 1499.60132) Full Text: DOI
Huang, Chuying Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions. (English) Zbl 1510.60065 J. Differ. Equations 344, 325-351 (2023). MSC: 60H35 65C30 PDF BibTeX XML Cite \textit{C. Huang}, J. Differ. Equations 344, 325--351 (2023; Zbl 1510.60065) Full Text: DOI arXiv
Liu, Linna; Deng, Feiqi; Qu, Boyang; Fang, Jianyin General decay stability of backward Euler-Maruyama method for nonlinear stochastic integro-differential equations. (English) Zbl 07599813 Appl. Math. Lett. 135, Article ID 108406, 8 p. (2023). MSC: 65C30 34K50 34K30 35R11 34K40 PDF BibTeX XML Cite \textit{L. Liu} et al., Appl. Math. Lett. 135, Article ID 108406, 8 p. (2023; Zbl 07599813) Full Text: DOI
Chen, Chuchu; Hong, Jialin; Lu, Yulan Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation. (English) Zbl 1498.60286 Discrete Contin. Dyn. Syst., Ser. B 28, No. 1, 765-807 (2023). MSC: 60H35 37M25 65C30 PDF BibTeX XML Cite \textit{C. Chen} et al., Discrete Contin. Dyn. Syst., Ser. B 28, No. 1, 765--807 (2023; Zbl 1498.60286) Full Text: DOI