On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps
type: Item
instance of: scholarly article
title: On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps
zbMATH Open document ID: 1037.60062
DOI: 10.1081/SAP-120026113
author: Juliang Yin
author: Rong Situ
published in: Stochastic Analysis and Applications
publication date: 2003-10-28T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 1997616
zbMATH Keywords: forward-backward stochastic differential equation
zbMATH Keywords: FBSDE with jumps
zbMATH Keywords: monotonicity assumptions
zbMATH Keywords: convergence theorem
zbMATH Keywords: stability result
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1997616