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math.PR2023
Conditional McKean-Vlasov Differential Equations with Common Poissonian Noise: Propagation of Chaos
Daniel Hernández-Hernández, Joshué Helí Ricalde-Guerrero
A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Me…
math.PR2023
Coupled forward-backward stochastic differential equations with jumps in random environments
Daniel Hernández-Hernández, Joshué Helí Ricalde-Guerrero
In this paper we obtain results for the existence and uniqueness of solutions to coupled Forward-Backward Stochastic Differential Equations (FBSDEs) with jumps defined on a random…