Pages that link to "Item:Q360694"

The following pages link to Markovian forward-backward stochastic differential equations and stochastic flows (Q360694):

Displaying 2 items.

• A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
• Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)