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

Author: Øksendal Bernt   Proske Frank   Zhang Tusheng  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.77, Iss.5, 2005-10, pp. : 381-399

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