Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control.

• Autores: Fulvia Confortola, Marco Fuhrman, Jean Jacob
• Localización: Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 26, Nº. 3, 2016, págs. 1743-1773
• Idioma: inglés
• DOI: 10.1214/15-aap1132
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