Solvability of forward–backward stochastic difference equations with finite states
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Publication:5041052
DOI10.1080/17442508.2021.2015353zbMath1505.39017arXiv1907.03231OpenAlexW4200409351MaRDI QIDQ5041052
Publication date: 18 October 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.03231
continuation methodmartingale representation theoremforward-backward stochastic difference equations
Cites Work
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