most citedSemi-linear Backward Stochastic Integral Partial Differential Equations driven by a Brownian motion and a Poisson point process

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math.PR2010★ 7 cited

Semi-linear Backward Stochastic Integral Partial Differential Equations driven by a Brownian motion and a Poisson point process

Shaokuan Chen, Shanjian Tang

In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson poi…