2 papers
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.PR2018
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…