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