On anticipated backward stochastic differential equations with Markov chain noise (English)
- New search for: Yang, Zhe
- New search for: Elliott, Robert J.
- New search for: Yang, Zhe
- New search for: Elliott, Robert J.
In:
Stochastic Analysis and Applications
;
34
, 5
;
749-799
;
2016
- Article (Journal) / Electronic Resource
-
Title:On anticipated backward stochastic differential equations with Markov chain noise
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Contributors:Yang, Zhe ( author ) / Elliott, Robert J. ( author )
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Published in:Stochastic Analysis and Applications ; 34, 5 ; 749-799
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Publisher:
- New search for: Taylor & Francis
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Publication date:2016-09-02
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Size:51 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 34, Issue 5
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.
- 749
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On anticipated backward stochastic differential equations with Markov chain noiseYang, Zhe / Elliott, Robert J. et al. | 2016
- 767
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Option convergence rate with geometric random walks approximationsLeduc, Guillaume et al. | 2016
- 792
-
Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motionBlouhi, T. / Caraballo, T. / Ouahab, A. et al. | 2016
- 835
-
Zero-sum risk-sensitive stochastic games for continuous time Markov chainsGhosh, Mrinal K. / Kumar, K. Suresh / Pal, Chandan et al. | 2016
- 852
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A mathematical analysis of the Gumbel test for jumps in stochastic volatility modelsPalmes, Christian / Woerner, Jeannette H. C. et al. | 2016
- 882
-
Finite-dimensional filter for a class of nonlinear systems with correlated noisesFlorchinger, Patrick et al. | 2016
- 893
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A system of non-local parabolic PDE and application to option pricingGoswami, Anindya / Patel, Jeeten / Shevgaonkar, Poorva et al. | 2016
- 906
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Reflected forward–backward stochastic differential equations and related PDEsLi, Wenqiang / Peng, Ying / Liu, Junbo et al. | 2016
- 927
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Positive and unbounded solution of stochastic delayed evolution equationsLv, Guangying / Wang, Liang / Wang, Xiao et al. | 2016