Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions
Probability
2024-07-12 v1
Abstract
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.
Cite
@article{arxiv.2407.08413,
title = {Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions},
author = {AbdulRahman Al-Hussein},
journal= {arXiv preprint arXiv:2407.08413},
year = {2024}
}