Unified FB-SPDEs/FB-SDEs with Jumps/Skew Reflections and Stochastic Differential Games(1)

The 7th ENGII Conference(Workshop7 2015)——We study four systems and their interactions. First, we formulate a unified system of coupled forward and backward stochastic partial differential equations (FB-SPDEs) with Levy jumps, which is vector-valued and whose drift, diffusion, and jump coefficients may involve partial differential operators.

关键词: FB-SPDEs;FB-SDEs;tochastic differential game;queueing system The 7th ENGII Conference(Workshop7 2015)

主讲人:Prof. Wanyang Dai 机构:Nanjing University, Nanjing

时长:0:20:49 年代:2015年