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

@@ Property / arXiv ID @@
+.01875
@@ Property / arXiv ID: 1809.01875 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information
+Normal rank
@@ Property / cites work @@
+Backward-forward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Forward backward doubly stochastic differential equations and the optimal filtering of diffusion processes
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+Q3256687
@@ Property / cites work: Q3256687 / rank @@
+Normal rank
@@ Property / cites work @@
+Malliavin calculus for backward stochastic differential equations and application to numerical solutions
+Normal rank
@@ Property / cites work @@
+An implicit numerical scheme for a class of backward doubly stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential games and stochastic control under model uncertainty
+Normal rank
@@ Property / cites work @@
+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Q5533878
@@ Property / cites work: Q5533878 / rank @@
+Normal rank
@@ Property / cites work @@
+A type of time-symmetric forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
+Normal rank
@@ Property / cites work @@
+Q5318932
@@ Property / cites work: Q5318932 / rank @@
+Normal rank
@@ Property / cites work @@
+Itô's theory of excursion point processes and its developments
+Normal rank
@@ Property / cites work @@
+On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps
+Normal rank
@@ Property / cites work @@
+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
+Normal rank
@@ Property / cites work @@
+Forward-backward doubly stochastic differential equations and related stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Solutions to general forward-backward doubly stochastic differential equations
+Normal rank