On Markovian solutions to Markov chain BSDEs (Q450741)
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scientific article; zbMATH DE number 6082537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Markovian solutions to Markov chain BSDEs |
scientific article; zbMATH DE number 6082537 |
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On Markovian solutions to Markov chain BSDEs (English)
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14 September 2012
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BSDE
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coupled ODE
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numerical solution
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Markov chains
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