Skip to Main content Skip to Navigation
Journal articles

Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games

Isabelle Turpin 1 Fouzia Baghery 1 Nabil Khelfallah B. Mezerdi
1 LAMAV - Laboratoire de Mathématiques et leurs Applications de Valenciennes - EA 4015
Document type :
Journal articles
Complete list of metadata
https://hal-uphf.archives-ouvertes.fr/hal-03149969
Contributor : Frédéric Pruvost Connect in order to contact the contributor
Submitted on : Tuesday, February 23, 2021 - 2:09:08 PM
Last modification on : Tuesday, October 19, 2021 - 3:07:25 PM

Identifiers

  • HAL Id : hal-03149969, version 1

Collections

UNIV-VALENCIENNES | INSMI | CNRS | LAMAV

Citation

Isabelle Turpin, Fouzia Baghery, Nabil Khelfallah, B. Mezerdi. Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games. Random Operators and Stochastic Equations, De Gruyter, 2014, 22, pp.151-161. ⟨hal-03149969⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

26