Forward‐backward doubly stochastic differential equations with random jumps and related games-Reference-Cited by-同舟云学术

Forward‐backward doubly stochastic differential equations with random jumps and related games

Published:2020-04-28 Issue:2 Volume:23 Page:962-978
ISSN:1561-8625
Container-title:Asian Journal of Control
language:en
Short-container-title:Asian J Control

Author:

Zhu Qingfeng¹²^ORCID,Shi Yufeng²³^ORCID,Teng Bin²

Affiliation:

1. School of Mathematics and Quantitative Economics and Shandong Key Laboratory of Blockchain Finance Shandong University of Finance and Economics Jinan China

2. Institute for Financial Studies and School of Mathematics Shandong University Jinan China

3. School of Statistics Shandong University of Finance and Economics Jinan China

Publisher

Wiley

Subject

Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/asjc.2344

Reference41 articles.

1. Backward doubly stochastic differential equations and systems of quasilinear SPDEs

2. Stochastic calculus with anticipating integrands

3. Backward doubly SDEs and SPDEs with superlinear growth generators

4. Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes

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