Backward stochastic Volterra integral equations on Markov chains (Q5085850)
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scientific article; zbMATH DE number 7550698
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| English | Backward stochastic Volterra integral equations on Markov chains |
scientific article; zbMATH DE number 7550698 |
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Backward stochastic Volterra integral equations on Markov chains (English)
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30 June 2022
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backward stochastic Volterra integral equation
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Markov chains
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comparison theorem
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dynamic risk measures
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0.8649311065673828
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0.8578677773475647
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0.8546816110610962
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0.8515626788139343
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