Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772)
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scientific article; zbMATH DE number 6467374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure |
scientific article; zbMATH DE number 6467374 |
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Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (English)
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29 July 2015
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backward stochastic differential equations
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Brownian motion
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Poisson random measure
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Markov switching
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comparison theorem
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stochastic optimal control problem
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