Gespeichert in:
| 1. Verfasser: | |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2407.08413 |
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Inhaltsangabe:
- 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.