Tang, S. and Li, X. (1994) Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps. SIAM Journal on Control and Optimization, 32, 1447-1475.
http://dx.doi.org/10.1137/S0363012992233858

has been cited by the following article:

• TITLE: A New Second Order Numerical Scheme for Solving Forward Backward Stochastic Differential Equations with Jumps

  AUTHORS: Hongqiang Zhou, Yang Li, Zhe Wang

  KEYWORDS: Numerical Scheme, Error Estimates, Backward Stochastic Differential Equations

  JOURNAL NAME: Applied Mathematics, Vol.7 No.12, July 29, 2016

  ABSTRACT: In this paper, we propose a new second order numerical scheme for solving backward stochastic differential equations with jumps with the generator linearly depending on . And we theoretically prove that the convergence rates of them are of second order for solving and of first order for solving and in norm.