BSDEs with regime switching: weak convergence and applications (Q2257512): Difference between revisions
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Revision as of 06:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs with regime switching: weak convergence and applications |
scientific article |
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BSDEs with regime switching: weak convergence and applications (English)
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25 February 2015
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backward stochastic differential equations
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Markov chains
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singular perturbation
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weak convergence
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Meyer-Zheng topology
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partial differential equation systems
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