Anticipated backward stochastic differential equations on Markov chains (Q383942)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipated backward stochastic differential equations on Markov chains |
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Anticipated backward stochastic differential equations on Markov chains (English)
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6 December 2013
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anticipated backward stochastic differential equations
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Markov chain
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comparison theorem
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