Pages that link to "Item:Q2950086"
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The following pages link to Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps (Q2950086):
Displaying 3 items.
- Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (Q864705) (← links)
- Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
- Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← links)