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

DOI10.1515/rose-2020-2044zbMath1457.60085arXiv1809.01875WikidataQ115235773 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

existence; uniqueness; continuation method; monotonicity condition; Poisson process; forward-backward doubly stochastic differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)