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

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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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