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Reflecting Stochastic Differential Equations with Jumps and Applicationsby Situ Rong

โœ Scribed by Review by: Rachel Kuske


Book ID
124950345
Publisher
Society for Industrial and Applied Mathematics
Year
2000
Tongue
English
Weight
406 KB
Volume
42
Category
Article
ISSN
0036-1445

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๐Ÿ“œ SIMILAR VOLUMES


On solutions of backward stochastic diff
โœ Rong Situ ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 141 KB

Existence and uniqueness is established for solutions to backward stochastic di erential equations with jumps and non-Lipschitzian coe cients in Hilbert space. The results are used to solve some special types of optimal stochastic control problems with respect to certain BSDEs with jumps in Hilbert