×

Found 103 Documents (Results 1–100)

Sufficient conditions of optimality for forward-backward doubly SDEs with jumps. (English) Zbl 1403.93193

Eddahbi, M’hamed (ed.) et al., Statistical methods and applications in insurance and finance. CIMPA school, Marrakech and Kelaat M’gouna, Morocco, April 8–20, 2013. Cham: Springer (ISBN 978-3-319-30416-8/hbk; 978-3-319-30417-5/ebook). Springer Proceedings in Mathematics & Statistics 158, 173-191 (2016).
MSC:  93E20 49K45 60H10 60J75
Full Text: DOI

Asymptotics for FBSDES with jumps and connections with partial integral differential equations. (English) Zbl 1349.35388

Gonçalves, Patrícia (ed.) et al., From particle systems to partial differential equations III. Particle systems and PDEs III, Braga, Portugal, December 2014. Cham: Springer (ISBN 978-3-319-32142-4/hbk; 978-3-319-32144-8/ebook). Springer Proceedings in Mathematics & Statistics 162, 99-120 (2016).
MSC:  35R09
Full Text: DOI

Filter Results by …

Document Type

all top 5

Author

all top 5

Year of Publication

all top 3

Main Field

Biographic Reference

Software