Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208)
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English | Backward stochastic differential equations with Markov chains and related asymptotic properties |
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Backward stochastic differential equations with Markov chains and related asymptotic properties (English)
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17 July 2018
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BSDE
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Markov chain
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weak convergence
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homogenization
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