Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765): Difference between revisions

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-Boulekhrass Gherbal
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@@ Property / author: Boulekhrass Gherbal / rank @@
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+.01875
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+Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps
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+Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information
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+Backward-forward stochastic differential equations
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+Forward backward doubly stochastic differential equations and the optimal filtering of diffusion processes
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+Backward stochastic differential equations and integral-partial differential equations
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+Q3256687
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+Malliavin calculus for backward stochastic differential equations and application to numerical solutions
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+An implicit numerical scheme for a class of backward doubly stochastic differential equations
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+Solution of forward-backward stochastic differential equations
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Forward-backward stochastic differential equations and their applications
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+Stochastic differential equations. An introduction with applications.
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+Forward-backward stochastic differential games and stochastic control under model uncertainty
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+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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@@ Property / cites work @@
+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
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@@ Property / cites work @@
+Q5533878
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+A type of time-symmetric forward-backward stochastic differential equations
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+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
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+Q5318932
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@@ Property / cites work @@
+Itô's theory of excursion point processes and its developments
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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 @@
+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
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@@ Property / cites work @@
+Forward-backward doubly stochastic differential equations and related stochastic partial differential equations
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+Solutions to general forward-backward doubly stochastic differential equations
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+Publication:2660765