Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps (Q2950086): Difference between revisions
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Latest revision as of 11:11, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps |
scientific article |
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Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps (English)
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6 October 2015
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forward-backward doubly stochastic differential equation
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control problem
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stochastic maximum principle
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Wiener processes
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Poisson random measure
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