Anticipated backward stochastic differential equations on Markov chains (Q383942): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6236342 / rank | |||
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| Property / zbMATH Keywords | |||
anticipated backward stochastic differential equations | |||
| Property / zbMATH Keywords: anticipated backward stochastic differential equations / rank | |||
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Markov chain | |||
| Property / zbMATH Keywords: Markov chain / rank | |||
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comparison theorem | |||
| Property / zbMATH Keywords: comparison theorem / rank | |||
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Revision as of 13:24, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipated backward stochastic differential equations on Markov chains |
scientific article |
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Anticipated backward stochastic differential equations on Markov chains (English)
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6 December 2013
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anticipated backward stochastic differential equations
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Markov chain
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comparison theorem
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