On Markovian solutions to Markov chain BSDEs (Q450741)

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On Markovian solutions to Markov chain BSDEs
scientific article

    Statements

    title
    On Markovian solutions to Markov chain BSDEs (English)
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    author
    Samuel N. Cohen
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    Lukasz Szpruch
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    publication date
    14 September 2012
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    zbMATH Keywords
    BSDE
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    coupled ODE
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    numerical solution
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    Markov chains
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60J27
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    60H05
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    34A12
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    zbMATH DE Number
    6082537
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