On Markovian solutions to Markov chain BSDEs (Q450741): Difference between revisions
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Revision as of 21:54, 19 March 2024
scientific article
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English | On Markovian solutions to Markov chain BSDEs |
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On Markovian solutions to Markov chain BSDEs (English)
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14 September 2012
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BSDE
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coupled ODE
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numerical solution
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Markov chains
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