Pages that link to "Item:Q2950086"

The following pages link to Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps (Q2950086):

Displaying 2 items.

• Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
• Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← links)