Browsing by Subject Backward stochastic differential equations (BSDE), jump Markov pro- cess, comparison principle, Random measure, Kolmogorov equation
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 2023 | Stochastic Differential Equations Driven by a Jump Markov Process and Their Applications | Abdelhadi, Khaoula |