7 citations · 10 across the 4 of their papers we have counts for
4 papers
Stochastic differential games for fully coupled FBSDEs with jumps
Juan Li, Qingmeng Wei
This paper is concerned with stochastic differential games (SDGs) defined through fully coupled forward-backward stochastic differential equations (FBSDEs) which are governed by Br…
estimates for fully coupled FBSDEs with jumps
Juan Li, Qingmeng Wei
In this paper we study useful estimates, in particular -estimates, for fully coupled forward-backward stochastic differential equations (FBSDEs) with jumps. These estimates ar…
Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton-Jacobi-Bellman equations
Juan Li, Qingmeng Wei
In this paper we study stochastic optimal control problems of fully coupled forward-backward stochastic differential equations (FBSDEs). The recursive cost functionals are defined…
Stochastic differential game of functional forward-backward stochastic system and related path-dependent HJBI equation
Shaolin Ji, Qingmeng Wei
This paper is devoted to a stochastic differential game of functional forward-backward stochastic differential equation (FBSDE, for short). The associated upper and lower value fun…