Anticipated backward stochastic differential equations on Markov chains (Q383942)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipated backward stochastic differential equations on Markov chains |
scientific article |
Statements
Anticipated backward stochastic differential equations on Markov chains (English)
0 references
6 December 2013
0 references
anticipated backward stochastic differential equations
0 references
Markov chain
0 references
comparison theorem
0 references
