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dc.date.accessioned2013-03-12T08:17:24Z
dc.date.available2013-03-12T08:17:24Z
dc.date.issued2005en_US
dc.date.submitted2009-11-20en_US
dc.identifier.urihttp://hdl.handle.net/10852/10564
dc.description.abstractWe prove an existence and uniqueness result for a general class of backward stochastic partial differential equations with jumps. This is a type of equations which appear as adjoint equations in the maximum principle approach to optimal control of systems described by stochastic partial differential equations driven by Lévy processes.eng
dc.language.isoengen_US
dc.publisherMatematisk Institutt, Universitetet i Oslo
dc.relation.ispartofPreprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076en_US
dc.relation.urihttp://urn.nb.no/URN:NBN:no-8076
dc.rights© The Author(s) (2005). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society.
dc.titleBackward Stochastic Partial Differential Equations with Jumps and Application to Optimal Control of Random Jump Fieldsen_US
dc.typeResearch reporten_US
dc.date.updated2009-11-20en_US
dc.rights.holderCopyright 2005 The Author(s)
dc.creator.authorØksendal, Bernten_US
dc.creator.authorProske, Franken_US
dc.creator.authorZhang, Tushengen_US
dc.subject.nsiVDP::410en_US
dc.identifier.urnURN:NBN:no-23578en_US
dc.type.documentForskningsrapporten_US
dc.identifier.duo97069en_US
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/10564/1/pm10-05.pdf


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