scientific article; zbMATH DE number 5951737

MaRDI QIDQ3171129zbMATH OpenFDO

Authors Qingfeng Zhu

Publication date 29 September 2011

zbMATH Keywords

Poisson processbackward doubly stochastic differential equationsrandom measureadapted solution

Mathematics Subject Classification ID

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

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Cited in

(7)

• scientific article; zbMATH DE number 5525710 (Why is no real title available?)
• 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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