Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully coupled forward-backward stochastic differential equations on Markov chains |
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Fully coupled forward-backward stochastic differential equations on Markov chains (English)
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14 February 2019
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forward-backward stochastic differential equations
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monotone assumption
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Markov chain
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