Multi-valued backward stochastic differential equations with regime switching

DOI10.1186/s13662-019-2421-9zbMath1487.60105OpenAlexW2995128886MaRDI QIDQ2142044

Ruijuan Deng, Yong Ren

Publication date: 25 May 2022

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-019-2421-9

zbMATH Keywords

existence and uniquenesspenalization methodmulti-valuedweakly convergent

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Backward stochastic differential equations with regime-switching and sublinear expectations

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