Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:59, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Forward-backward stochastic differential equations with Brownian motion and Poisson process |
scientific article |
Statements
Forward-backward stochastic differential equations with Brownian motion and Poisson process (English)
0 references
17 March 2003
0 references
stochastic differential equations
0 references
stochastic analysis
0 references
random measure
0 references
Poisson process
0 references