Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications
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Publication:864705
DOI10.1016/j.jmaa.2006.05.033zbMath1108.60053MaRDI QIDQ864705
Publication date: 12 February 2007
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2006.05.033
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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