On anticipated backward stochastic differential equations with Markov chain noise

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Publication:2821903

DOI10.1080/07362994.2016.1164607zbMath1347.60074arXiv1412.8707OpenAlexW749295500MaRDI QIDQ2821903

Robert J. Elliott, Zhe Yang

Publication date: 26 September 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.8707




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