Forward-backward stochastic differential equations with Brownian motion and Poisson process
type: Item
instance of: scholarly article
title: Forward-backward stochastic differential equations with Brownian motion and Poisson process
zbMATH Open document ID: 1009.60050
DOI: 10.1007/BF02684045
author: Zhen Wu
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2003-03-17T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 1883446
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: stochastic analysis
zbMATH Keywords: random measure
zbMATH Keywords: Poisson process
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02684045
OpenAlex ID: W32385090
description: scientific article; zbMATH DE number 1883446