Coupled forward-backward stochastic differential equations with jumps in random environments

MaRDI QIDQ6512181arXivFDO

Authors Daniel Hernández-Hernández, Joshué Helí Ricalde-Guerrero

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Processes in random environments (60K37) Jump processes on general state spaces (60J76)

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