Multi-valued backward stochastic differential equations with regime switching (Q2142044)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-valued backward stochastic differential equations with regime switching |
scientific article |
Statements
Multi-valued backward stochastic differential equations with regime switching (English)
0 references
25 May 2022
0 references
multi-valued
0 references
existence and uniqueness
0 references
penalization method
0 references
weakly convergent
0 references
0 references
0 references
