2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2016
How do future expectations affect the financial sector? Expectations modeling, infinite horizon (controlled) random FBSDEs and stochastic viscosity solutions
Xanthi-Isidora Kartala, Nikolaos Englezos, Athanasios N. Yannacopoulos
In this paper we study a class of infinite horizon fully coupled forward-backward stochastic differential equations (FBSDEs), that are stimulated by various continuous time future…
math.PR2011★ 2 cited
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation
Nikolaos Englezos, Nikolaos Frangos, Xanthi-Isidora Kartala +1
This paper studies forward and backward versions of random Burgers equation (RBE) with stochastic coefficients. Firstly, the celebrated Cole-Hopf transformation reduces the forward…