Stochastic control for mean-field Stochastic Partial Differential Equations with jumps

Key-words: Reflected backward stochastic differential equations with jumps,viscosity solution, partial integro-differential variational inequality, optimal stopping,

The aim of this paper is to establish stochastic maximum principles for partial information sin- gular control problems of jump diffusions and to study relations with some

To study the well definiteness of the Fr´echet mean on a manifold, two facts must be taken into account: non uniqueness of geodesics from one point to another (existence of a cut

Reflected stochastic differential equations have been introduced in the pionneering work of Skorokhod (see [Sko61]), and their numerical approximations by Euler schemes have been

In the case of the Euler scheme applied to a stochastic differential equation, it is well known that the strong order is 1/2 whereas the weak order is 1 (see [32]).. The classical

ultimum, Pythium undulatum, Pythium violae, Fusarium sp., and two incompletely identified Verticillium species, were isolated from soils taken from under Scots pine trees at five

Le texte de Mercier, dirigé contre les royalistes, montre que l’écriture de la Terreur dépasse les clivages politiques : elle est le fait de tous ceux qui veulent fonder

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