Backward stochastic Volterra integral equations on Markov chains (Q5085850)

From MaRDI portal





scientific article; zbMATH DE number 7550698
Language Label Description Also known as
default for all languages
No label defined
    English
    Backward stochastic Volterra integral equations on Markov chains
    scientific article; zbMATH DE number 7550698

      Statements

      Backward stochastic Volterra integral equations on Markov chains (English)
      0 references
      0 references
      0 references
      30 June 2022
      0 references
      backward stochastic Volterra integral equation
      0 references
      Markov chains
      0 references
      comparison theorem
      0 references
      dynamic risk measures
      0 references

      Identifiers