On anticipated backward stochastic differential equations with Markov chain noise (Q2821903)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On anticipated backward stochastic differential equations with Markov chain noise |
scientific article; zbMATH DE number 6629607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On anticipated backward stochastic differential equations with Markov chain noise |
scientific article; zbMATH DE number 6629607 |
Statements
On anticipated backward stochastic differential equations with Markov chain noise (English)
0 references
26 September 2016
0 references
backward stochastic differential equations
0 references
continuous-time Markov chain
0 references
duality
0 references
comparison theorem
0 references
0 references
0 references
