Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (Q864705)
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scientific article; zbMATH DE number 5124080
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| English | Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications |
scientific article; zbMATH DE number 5124080 |
Statements
Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (English)
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12 February 2007
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adapted solution
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cylindrical Brownian motion
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Poisson point process
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optimal stochastic control
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0.8613207340240479
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0.8487487435340881
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0.8455855250358582
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0.8449512124061584
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0.8412902355194092
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