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
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