Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps

DOI10.1515/rose-2020-2044zbMath1457.60085arXiv1809.01875OpenAlexW3112995604WikidataQ115235773 ScholiaQ115235773MaRDI QIDQ2660765

Abdulrahman Al-Hussein, Boulekhrass Gherbal

Publication date: 31 March 2021

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.01875

zbMATH Keywords

existenceuniquenesscontinuation methodmonotonicity conditionPoisson processforward-backward doubly stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information

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