scientific article; zbMATH DE number 5951737

zbMATH Open1240.60176MaRDI QIDQ3171129FDOQ3171129

Authors: Qingfeng Zhu 

Publication date: 29 September 2011

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Poisson processbackward doubly stochastic differential equationsrandom measureadapted solution

Mathematics Subject Classification ID

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

Cited In (7)

• Title not available (Why is that?)
• BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions
• Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps
• Backward doubly stochastic differential equations with stochastic Lipschitz condition
• Existence and uniqueness of solutions of BDSDE with jumps
• The property for solutions of the multi-dimensional backward doubly stochastic differential equations with jumps
• Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps

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