Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise (Q287812)
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scientific article; zbMATH DE number 6583858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise |
scientific article; zbMATH DE number 6583858 |
Statements
Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise (English)
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23 May 2016
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BSDEs
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comparison theorem
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converse comparison
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Markov chain
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