Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (Q864705): Difference between revisions
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scientific article
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English | Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications |
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Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (English)
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12 February 2007
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adapted solution
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cylindrical Brownian motion
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Poisson point process
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optimal stochastic control
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