Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483)
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scientific article; zbMATH DE number 1995517
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration |
scientific article; zbMATH DE number 1995517 |
Statements
Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (English)
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22 October 2003
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stochastic differential equations
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stopping time
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random measure
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Poisson process
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comparison theorem
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