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On solutions of backward stochastic differential equations with jumps and applications

. Stochastic Processes and their Applications, 66 (2): 209--236 (Mar 28, 1997)

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Existence of solutions and optimal control for reflecting stochastic differential equations with applications to population control theory, and . Stochastic Analysis and Applications, 10 (1): 45--106 (1992)On Solutions of Forward-Backward Stochastic Differential Equations with Poisson Jumps, and . Stochastic Analysis and Applications, 21 (6): 1419--1448 (2003)Comparison Theorem of Solutions to BSDE with Jumps, and Viscosity Solution to a Generalized HJB Equation.. Control of Distributed Parameter and Stochastic Systems, volume 141 of IFIP Conference Proceedings, page 275-282. Kluwer, (1998)On solutions of backward stochastic differential equations with jumps and applications. Stochastic Processes and their Applications, 66 (2): 209--236 (Mar 28, 1997)