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Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions

Published 11 Jul 2024 in math.PR | (2407.08413v1)

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.

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Authors (1)

  1. AbdulRahman Al-Hussein 

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