Backward stochastic differential equations with Markov chains and related asymptotic properties
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Publication:1653208
DOI10.1186/1687-1847-2013-285zbMath1391.60146OpenAlexW2100966004WikidataQ59302083 ScholiaQ59302083MaRDI QIDQ1653208
Publication date: 17 July 2018
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1687-1847-2013-285
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (3)
Backward stochastic differential equations with regime-switching and sublinear expectations ⋮ Time-dynamic evaluations under non-monotone information generated by marked point processes ⋮ Existence of optimal controls for systems of controlled forward-backward doubly SDEs
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