Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with regime-switching and sublinear expectations |
scientific article |
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Backward stochastic differential equations with regime-switching and sublinear expectations (English)
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28 April 2022
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backward stochastic differential equations
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regime-switching
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Markov chains
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Brownian motion
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sublinear expectations
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two-price theory
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