Infinite horizon reflected backward stochastic differential equations with Markov chains (Q5160260)
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scientific article; zbMATH DE number 7416451
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| English | Infinite horizon reflected backward stochastic differential equations with Markov chains |
scientific article; zbMATH DE number 7416451 |
Statements
Infinite horizon reflected backward stochastic differential equations with Markov chains (English)
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28 October 2021
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backward stochastic differential equation
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comparison theorem
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infinite horizon
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Markov chain
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reflected backward stochastic differential equation
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0.8308016061782837
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0.8287764191627502
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0.8248374462127686
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0.8231843709945679
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0.8073552250862122
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