MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS (Q2973413)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS |
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MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS (English)
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3 April 2017
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mean field backward stochastic differential equations
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continuous-time Markov chains
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comparison theorem
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