Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps
نویسندگان
چکیده
منابع مشابه
Stochastic Differential Equations with Jumps
Gradient estimates and a Harnack inequality are established for the semigroup associated to stochastic differential equations driven by Poisson processes. As applications, estimates of the transition probability density, the compactness and ultraboundedness of the semigroup are studied in terms of the corresponding invariant measure.
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In this paper, we study forward-backward doubly stochastic differential equations driven by Brownian motions and Poisson process (FBDSDEP in short). Both the probabilistic interpretation for the solutions to a class of quasilinear stochastic partial differential-integral equations (SPDIEs in short) and stochastic Hamiltonian systems arising in stochastic optimal control problems with random jum...
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This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions. Subject classifications: Primary 60H10; Secondary 60H30, 60J75
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2018
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-018-1243-3