Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663): Difference between revisions

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Latest revision as of 03:34, 11 December 2024

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Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information
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    Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (English)
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    15 December 2017
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    forward-backward stochastic differential equations
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    Malliavin calculus
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    regime switching
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    recursive utility maximization
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    stochastic maximum principle
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