Optimal control problem of fully coupled forward-backward stochastic systems with Poisson jumps under partial information

arXiv0911.3225MaRDI QIDQ6216358

Qingxin Meng

Publication date: 17 November 2009

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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