Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Backward stochastic differential equation driven by a marked point
  process: An elementary approach with an application to optimal control   We address a class of backward stochastic differential equations on a bounded
interval, where the driving noise is a marked, or multivariate, point process.
Assuming that the jump times are totally inaccessible and a technical condition
holds (see Assumption (A) below), we prove existence and uniqueness results
under Lipschitz conditions on the coefficients. Some counter-examples show that
our assumptions are indeed needed. We use a novel approach that allows
reduction to a (finite or infinite) system of deterministic differential
equations, thus avoiding the use of martingale representation theorems and
allowing potential use of standard numerical methods. Finally, we apply the
main results to solve an optimal control problem for a marked point process,
formulated in a classical way.

28
The categories of this paper are: alg-geom
31
The categories of this paper are: ao-sci
4
The categories of this paper are: cond-mat
15
The categories of this paper are: nucl-ex
21
The categories of this paper are: adap-org
10
The categories of this paper are: q-bio
36
The categories of this paper are: cmp-lg
20
The categories of this paper are: acc-phys
16
The categories of this paper are: stat
9
The categories of this paper are: nlin
18
The categories of this paper are: econ
0
The categories of this paper are: hep-ph
35
The categories of this paper are: mtrl-th
12
The categories of this paper are: nucl-th
1
The categories of this paper are: cs
37
The categories of this paper are: supr-con