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

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+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
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+Maximum principle for semilinear stochastic evolution control systems
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+Adapted solution of a backward semilinear stochastic evolution equation
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+Solution of forward-backward stochastic differential equations
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+Stochastic Hamilton–Jacobi–Bellman Equations
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+Q2741556
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+On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
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+On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps
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+Q4672586
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