@article{Bao_2019 author = {Feng Bao and Yanzhao Cao and Hongmei Chi}, title = {ADJOINT FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY JUMP DIFFUSION PROCESSES AND ITS APPLICATION TO NONLINEAR FILTERING PROBLEMS}, journal = {International Journal for Uncertainty Quantification}, issn = {2152-5080}, year = {2019}, volume = {9}, number = {2}, pages = {143--159} }