Backward stochastic Volterra integral equations on Markov chains (English)
- New search for: Wei, Jiaqin
- New search for: Wei, Jiaqin
In:
Stochastics
;
90
, 4
;
605-639
;
2018
-
ISSN:
- Article (Journal) / Print
-
Title:Backward stochastic Volterra integral equations on Markov chains
-
Contributors:Wei, Jiaqin ( author )
-
Published in:Stochastics ; 90, 4 ; 605-639
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Publisher:
- New search for: Taylor & Francis
-
Publication date:2018-01-01
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Size:35 pages
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ISSN:
-
Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 519.2
- Further information on Dewey Decimal Classification
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Classification:
DDC: 519.2 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 90, Issue 4
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 473
-
Baum–Katz type theorems with exact thresholdBalka, Richárd / Tómács, Tibor et al. | 2018
- 504
-
Probabilistic prediction of credit ratings: a filtering approachTardelli, Paola et al. | 2018
- 524
-
Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferencesLi, Bin / Wang, Lihe / Xiong, Dewen et al. | 2018
- 539
-
Skorokhod decomposition for a reflected -strong Feller diffusion with singular driftBaur, Benedict / Grothaus, Martin et al. | 2018
- 569
-
On the rate of convergence of strong Euler approximation for SDEs driven by Levy processesMikulevičius, R. / Xu, Fanhui et al. | 2018
- 605
-
Backward stochastic Volterra integral equations on Markov chainsWei, Jiaqin et al. | 2018