On anticipated backward stochastic differential equations with Markov chain noise (Q2821903)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On anticipated backward stochastic differential equations with Markov chain noise |
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On anticipated backward stochastic differential equations with Markov chain noise (English)
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26 September 2016
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backward stochastic differential equations
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continuous-time Markov chain
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duality
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comparison theorem
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