Solutions of Backward Stochastic Differential Equations on Markov Chains

zbMath1331.60108arXiv0809.5102MaRDI QIDQ2790471

Robert J. Elliott, Samuel N. Cohen

Publication date: 4 March 2016

Full work available at URL: https://arxiv.org/abs/0809.5102

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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