A Fourier Transform Method for Solving Backward Stochastic Differential Equations

2021 ◽  
Author(s):  
Yingming Ge ◽  
Lingfei Li ◽  
Gongqiu Zhang
Keyword(s):  
Fourier Transform ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Backward Stochastic Differential Equations ◽  
Transform Method ◽  
Fourier Transform Method

Linear and nonlinear generalized Fourier transforms

2006 ◽  
Vol 364 (1849) ◽  
pp. 3231-3249 ◽  
Author(s):  
Beatrice Pelloni
Keyword(s):  
Fourier Transform ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Fourier Transforms ◽  
Nonlinear Partial Differential Equations ◽  
Transform Method ◽  
Fourier Transform Method ◽  
Linear And Nonlinear ◽  
Mathematical Techniques ◽  
The Fourier Transform

This article presents an overview of a transform method for solving linear and integrable nonlinear partial differential equations. This new transform method, proposed by Fokas, yields a generalization and unification of various fundamental mathematical techniques and, in particular, it yields an extension of the Fourier transform method.

Fourier Transform Method in Linear Viscoelastic Analysis: The Vibrating Viscoelastic Reed

1971 ◽  
Vol 15 (4) ◽  
pp. 603-626 ◽  
Author(s):  
Phillip G. Wapner ◽  
W. C. Forsman
Keyword(s):  
Fourier Transform ◽  
Transform Method ◽  
Fourier Transform Method ◽  
Viscoelastic Analysis ◽  
Linear Viscoelastic

Precise measurement technique of long period fiber grating sensors using Fourier transform method

2017 ◽  
Author(s):  
Mayumi Nagatsuka ◽  
Masayoshi Koizumi ◽  
Satoshi Tanaka ◽  
Atsushi Wada ◽  
Nobuaki Takahashi
Keyword(s):  
Fourier Transform ◽  
Measurement Technique ◽  
Precise Measurement ◽  
Fiber Grating ◽  
Transform Method ◽  
Fourier Transform Method ◽  
Long Period Fiber Grating ◽  
Long Period ◽  
Period Fiber Grating

scholarly journals On optimal control of forward–backward stochastic differential equations

2017 ◽  
Vol 28 (7-8) ◽  
pp. 1075-1092
Author(s):  
F. Baghery ◽  
N. Khelfallah ◽  
B. Mezerdi ◽  
I. Turpin
Keyword(s):  
Optimal Control ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Backward Stochastic Differential Equations
Sign in / Sign up

Export Citation Format

Share Document