Cited by 5
Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients

A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications
Olivier Menoukeu-Pamen, Romuald Hervé Momeya
Journal:  Mathematical Methods of Operations Research Volume 85, Issue 3 (2017), p. 349
HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes
Mark Kelbert, Harold A. Moreno-Franco
Journal:  SIAM Journal on Control and Optimization Volume 57, Issue 3 (2019), p. 2185
Kim and Omberg Revisited: The Duality Approach
Anna Battauz, Marzia De Donno, Alessandro Sbuelz
Journal:  Journal of Probability and Statistics Volume 2015 (2015), p. 1
Professor G.L. Kulinich (09.12.1938 – 10.02.2022) – prominent scientist and teacher
O. D. Borysenko, S. V. Kushnirenko, Yu. S. Mishura, M. P. Moklyachuk, M. O. Perestyuk, V. G. Samoilenko, O. M. Stanzhytskyi, I. O. Shevchuk
Journal:  Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics Issue 3 (2022), p. 11
The Existence of GlobalSolutions to StochasticTime-Varying DelayDifferential Equationswith Poisson Jump
光洁 李
Journal:  Pure Mathematics Volume 14, Issue 08 (2024), p. 172