arXiv:2407.08413 Abstract | arXiv Analytics

arXiv:2407.08413 [math.PR]Abstract References Reviews Resources

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

Published 2024-07-11Version 1

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.

Categories: math.PR

Subjects: 60H10, 60G55

Keywords: forward-backward doubly stochastic differential equations, poisson jumps, infinite dimensions, dimensional separable hilbert spaces, coupled forward-backward doubly stochastic

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