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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.PR2024

McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control

AbdulRahman Al-Hussein, Abdelhakim Ninouh, Boulakhras Gherbal

This paper investigates first the existence and uniqueness of solutions for McKean-Vlasov forward-backward doubly stochastic differential equations (MV-FBDSDEs) in infinite-dimensi…

math.PR2024

Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions

AbdulRahman Al-Hussein

In this paper, we study the existence and uniqueness of solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps…