Infinite horizon jump-diffusion forward-backward stochastic differential equations and their application to backward linear-quadratic problems
2017 ◽
Vol 23
(4)
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pp. 1331-1359
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2021 ◽
pp. 2150015
2006 ◽
Vol 76
(18)
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pp. 1954-1960
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2000 ◽
Vol 85
(1)
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pp. 75-92
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2014 ◽
Vol 259
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pp. 336-349
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2000 ◽
Vol 38
(5)
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pp. 1392-1407
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2018 ◽
Vol 179
(2)
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pp. 722-744
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2015 ◽
Vol 60
(11)
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pp. 2904-2916
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