The Adapted Solution and Comparison Theorem for Backward Stochastic Differential Equations With Poisson Jumps and Applications

Journal of Mathematical Analysis and Applications - United States
doi 10.1016/j.jmaa.2008.05.072
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

The Truncated EM Method for Stochastic Differential Equations With Poisson Jumps

Journal of Computational and Applied Mathematics
Computational MathematicsApplied Mathematics
2019English

A Clustering Method to Solve Backward Stochastic Differential Equations With Jumps

Journal of Mathematical Finance
2020English

Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps

SIAM Journal on Control and Optimization
ControlApplied MathematicsOptimization
2010English

Fractional Stochastic Differential Equations With Hilfer Fractional Derivative: Poisson Jumps and Optimal Control

Discrete Dynamics in Nature and Society
ModelingSimulation
2017English

A Comparison Theorem for Solutions of Stochastic Differential Equations and Its Applications

Proceedings of the American Mathematical Society
MathematicsApplied Mathematics
1984English

Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations With Jumps and Partial Information

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2017English

Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs With Poisson Jumps

IFIP Advances in Information and Communication Technology
Computer NetworksInformation SystemsManagementCommunications
2014English

A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps via Malliavin Calculus

Journal of Applied Mathematics and Physics
2018English

Path-Dependent Backward Stochastic Volterra Integral Equations With Jumps, Differentiability and Duality Principle

Probability, Uncertainty and Quantitative Risk
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy