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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2407.08413 |
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| _version_ | 1866909250724298752 |
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| author | Al-Hussein, AbdulRahman |
| author_facet | Al-Hussein, AbdulRahman |
| contents | 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. Our work is established in infinite dimensional separable Hilbert spaces and is based on the method of time continuation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_08413 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions Al-Hussein, AbdulRahman Probability 60H10, 60G55 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. Our work is established in infinite dimensional separable Hilbert spaces and is based on the method of time continuation. |
| title | Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions |
| topic | Probability 60H10, 60G55 |
| url | https://arxiv.org/abs/2407.08413 |