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The Adapted Solutions for Backward Stochastic Schrödinger Equations with Jumps

Author

Listed:
  • Li Yang

    (School of Mathematical Sciences, Tiangong University, Tianjin 300387, China)

  • Lin Liu

    (School of Mathematical Sciences, Tiangong University, Tianjin 300387, China)

Abstract

This study considers a class of backward stochastic semi-linear Schrödinger equations with Poisson jumps in R d or in its bounded domain of a C 2 boundary, which is associated with a stochastic control problem of nonlinear Schrödinger equations driven by Lévy noise. The approach to establish the existence and uniqueness of solutions is mainly based on the complex Itô formula, the Galerkin’s approximation method, and the martingale representation theorem.

Suggested Citation

  • Li Yang & Lin Liu, 2025. "The Adapted Solutions for Backward Stochastic Schrödinger Equations with Jumps," Mathematics, MDPI, vol. 13(5), pages 1-18, February.
    • Handle: RePEc:gam:jmathe:v:13:y:2025:i:5:p:820-:d:1602918
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    References listed on IDEAS

    as
    1. Chalishajar, Dimplekumar & Kasinathan, Dhanalakshmi & Kasinathan, Ramkumar & Kasinathan, Ravikumar, 2024. "Exponential stability, T-controllability and optimal controllability of higher-order fractional neutral stochastic differential equation via integral contractor," Chaos, Solitons & Fractals, Elsevier, vol. 186(C).
    2. Rong, Situ, 1997. "On solutions of backward stochastic differential equations with jumps and applications," Stochastic Processes and their Applications, Elsevier, vol. 66(2), pages 209-236, March.
    3. N. El Karoui & S. Peng & M. C. Quenez, 1997. "Backward Stochastic Differential Equations in Finance," Mathematical Finance, Wiley Blackwell, vol. 7(1), pages 1-71, January.
    4. Roxana Dumitrescu & Bernt Øksendal & Agnès Sulem, 2018. "Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps," Journal of Optimization Theory and Applications, Springer, vol. 176(3), pages 559-584, March.
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