Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions
| Autor: | Al-Hussein, AbdulRahman |
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| Rok vydání: | 2024 |
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| Druh dokumentu: | Working Paper |
| Popis: | 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. |
| Databáze: | arXiv |
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