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		Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps Abdulrahman Al-Hussein , Boulakhras Gherbal 26th Conference on System Modeling and Optimization (CSMO), Sep 2013, Klagenfurt, Austria. pp.1-10, ⟨10.1007/978-3-662-45504-3_1⟩ Conference papers hal-01286214v1	Send to ORCID Export BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Advanced export Share Gmail Facebook X LinkedIn More

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