On Markovian solutions to Markov chain BSDEs (Q450741): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J27
@@ Property / Mathematics Subject Classification ID: 60J27 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A12
@@ Property / Mathematics Subject Classification ID: 34A12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6082537
@@ Property / zbMATH DE Number: 6082537 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+BSDE
@@ Property / zbMATH Keywords: BSDE / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+coupled ODE
@@ Property / zbMATH Keywords: coupled ODE / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical solution
@@ Property / zbMATH Keywords: numerical solution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov chains
@@ Property / zbMATH Keywords: Markov chains / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2144659059
@@ Property / OpenAlex ID: W2144659059 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5739
@@ Property / arXiv ID: 1111.5739 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:450741