Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208)
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scientific article; zbMATH DE number 6904705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with Markov chains and related asymptotic properties |
scientific article; zbMATH DE number 6904705 |
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Backward stochastic differential equations with Markov chains and related asymptotic properties (English)
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17 July 2018
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BSDE
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Markov chain
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weak convergence
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homogenization
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0.9785134
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0.9616098
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0.9588089
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0.9531889
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0.94799685
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0.9473722
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0.9384924
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