Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields

By Bernt Øksendal, Frank Norbert Proske, Tusheng Zhang. 2005

55 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/f673d435b72e7cad5f0fce4400c738e9de8fbaa6