Publication:4672586
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zbMath1087.60046MaRDI QIDQ4672586
Publication date: 3 May 2005
a priori estimates; Poisson process; non-Lipschitzian coefficients; Forward-backward stochastic differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05: Ordinary differential equations and systems with randomness
93E03: Stochastic systems in control theory (general)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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