Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (Q864705): Difference between revisions

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+https://doi.org/10.1016/j.jmaa.2006.05.033
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+W2003394790
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@@ Property / cites work @@
+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
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+Maximum principle for semilinear stochastic evolution control systems
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+Adapted solution of a backward semilinear stochastic evolution equation
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+Solution of forward-backward stochastic differential equations
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+Stochastic Hamilton–Jacobi–Bellman Equations
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+On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
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+On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps
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