Solvability of forward–backward stochastic difference equations with finite states (Q5041052)
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scientific article; zbMATH DE number 7603224
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English | Solvability of forward–backward stochastic difference equations with finite states |
scientific article; zbMATH DE number 7603224 |
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Solvability of forward–backward stochastic difference equations with finite states (English)
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18 October 2022
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forward-backward stochastic difference equations
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martingale representation theorem
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continuation method
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