Fouzia Baghery, Nabil Khelfallah, Brahim Mezerdi, Isabelle Massa-Turpin. 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 (3), pp.151-161.
⟨10.1515/rose-2014-0016⟩.
⟨hal-03359276⟩