Anticipated backward stochastic differential equations on Markov chains (Q383942)

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scientific article; zbMATH DE number 6236342
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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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