Anticipated backward stochastic differential equations on Markov chains (Q383942): Difference between revisions

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+https://doi.org/10.1016/j.spl.2013.03.022
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+W2073999630
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@@ Property / cites work @@
+Maximum principle for the stochastic optimal control problem with delay and application
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+Solutions of Backward Stochastic Differential Equations on Markov Chains
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+Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions
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+A general comparison theorem for backward stochastic differential equations
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+On Markovian solutions to Markov chain BSDEs
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+Backward stochastic differential equations and applications to optimal control
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+Anticipated backward stochastic differential equations
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+Anticipated backward stochastic differential equations with non-Lipschitz coefficients
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+Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations
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+The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
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+Publication:383942