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

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-.1016/j.jmaa.2006.05.033
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+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
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@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
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+Q2741556
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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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@@ Property / cites work @@
+On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps
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@@ Property / cites work @@
+Q4672586
@@ Property / cites work: Q4672586 / rank @@
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@@ Property / cites work @@
+Q4766372
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+.1016/J.JMAA.2006.05.033
@@ Property / DOI: 10.1016/J.JMAA.2006.05.033 / rank @@
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+Publication:864705