Anticipated backward stochastic differential equations on Markov chains (Q383942)
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scientific article; zbMATH DE number 6236342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipated backward stochastic differential equations on Markov chains |
scientific article; zbMATH DE number 6236342 |
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Anticipated backward stochastic differential equations on Markov chains (English)
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6 December 2013
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anticipated backward stochastic differential equations
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Markov chain
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comparison theorem
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0.9817591
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0.96213055
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0.9449295
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0.9449295
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0.9359712
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0.93410134
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0.9334656
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