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20122024
most citedMaximum principle for optimal control of forward-backward doubly stochastic differential equations with jumps

2 citations · 3 across the 7 of their papers we have counts for

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math.PR2018★ 1 cited

Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps

AbdulRahman Al-Hussein, Boulakhras Gherbal

The aim of this paper is to establish the existence and uniqueness of the solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations…