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Backward stochastic differential equations with Markov chains and associated PDEs

Ma, Ning and Wu, Zhen and Zhao, Huaizhong (2021) 'Backward stochastic differential equations with Markov chains and associated PDEs.', Journal of Differential Equations, 302 . pp. 854-894.


Item Type:Article
Full text:Publisher-imposed embargo until 22 September 2023.
(AM) Accepted Manuscript
Available under License - Creative Commons Attribution Non-commercial No Derivatives 4.0.
File format - PDF
(269Kb)
Status:Peer-reviewed
Publisher Web site:https://doi.org/10.1016/j.jde.2021.09.012
Publisher statement:© 2021 This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/
Date accepted:12 September 2021
Date deposited:23 September 2021
Date of first online publication:22 September 2021
Date first made open access:22 September 2023

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