Backward stochastic differential equations associated to jump Markov processes and applications
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Publication:2434482
DOI10.1016/j.spa.2013.07.010zbMath1285.60056arXiv1302.0679MaRDI QIDQ2434482
Fulvia Confortola, Marco Fuhrman
Publication date: 6 February 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.0679
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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