Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps (Q2950086)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps |
scientific article |
Statements
Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps (English)
0 references
6 October 2015
0 references
forward-backward doubly stochastic differential equation
0 references
control problem
0 references
stochastic maximum principle
0 references
Wiener processes
0 references
Poisson random measure
0 references
