Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise (Q287812)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise |
scientific article |
Statements
Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise (English)
0 references
23 May 2016
0 references
BSDEs
0 references
comparison theorem
0 references
converse comparison
0 references
Markov chain
0 references
