Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise (Q287812): Difference between revisions
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Latest revision as of 12:21, 18 April 2024
scientific article
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English | Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise |
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Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise (English)
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23 May 2016
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BSDEs
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comparison theorem
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converse comparison
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Markov chain
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