Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482): Difference between revisions

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Latest revision as of 08:43, 7 July 2024

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Backward stochastic differential equations associated to jump Markov processes and applications
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    Backward stochastic differential equations associated to jump Markov processes and applications (English)
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    6 February 2014
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    backward stochastic differential equation
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    jump Markov process
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    optimal control problem
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