Infinite horizon reflected backward stochastic differential equations with Markov chains (Q5160260)
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scientific article; zbMATH DE number 7416451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon reflected backward stochastic differential equations with Markov chains |
scientific article; zbMATH DE number 7416451 |
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Infinite horizon reflected backward stochastic differential equations with Markov chains (English)
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28 October 2021
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backward stochastic differential equation
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comparison theorem
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infinite horizon
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Markov chain
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reflected backward stochastic differential equation
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