Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663): Difference between revisions
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Revision as of 20:46, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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