On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (Q4432683)
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scientific article; zbMATH DE number 1997616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps |
scientific article; zbMATH DE number 1997616 |
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On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (English)
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28 October 2003
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forward-backward stochastic differential equation
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FBSDE with jumps
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monotonicity assumptions
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convergence theorem
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stability result
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