scientific article; zbMATH DE number 5583463

zbMath1174.60388MaRDI QIDQ5318932

Ying Lu, Xiao-Jun Sun

Publication date: 22 July 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

existenceuniquenessstochastic differential equationsItô formula

Mathematics Subject Classification ID

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

Related Items (5)

Discontinuous backward doubly stochastic differential equations with Poisson jumps ⋮ Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps ⋮ Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps ⋮ Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information ⋮ The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes

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