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• Forward-Backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem

  Detao Zhang

  2021-05-28

  33358 2785 Pages:402-410

• Convergence Analysis of Kernel Learning FBSDE Filter

  Yunzheng Lyu, Feng Bao

  2024-09-09

  14017 1360 Pages:313-342

• Meshfree Approximation for Stochastic Optimal Control Problems

  Sun Hui, Feng Bao

  2021-06-25

  42846 3298 Pages:387-420

• Eigenvalue Problem of Doubly Stochastic Hamiltonian Systems with Boundary Conditions

  Yuecai Han, Yong Ma

  2021-05-20

  31805 3146 Pages:30-36