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Issue Date
Title
Author(s)
2016
Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise
Yang, Z.
;
Ramarimbahoaka, D.
;
Elliott, R.
2013
Multiple solutions to stochastic differential delay equations and a related comparison theorem
Yang, Z.
;
Wei, L.
;
Elliott, R.
2013
Some properties of generalized anticipated backward stochastic differential equations
Yang, Z.
;
Elliott, R.
2013
A converse comparison theorem for anticipated BSDEs and related non-linear expectations
Yang, Z.
;
Elliott, R.
2016
On anticipated backward stochastic differential equations with Markov chain noise
Yang, Z.
;
Elliott, R.
Discover
Author
1
Ramarimbahoaka, D.
1
Wei, L.
Subject
1
(f,δ)(f,δ)-expectations
1
Anticipated BSDEs
1
Anticipated BSDEs; Markov chain; ...
1
BSDEs; comparison theorem; conver...
1
Comparison theorem
1
comparison theorem
1
continuous dependence property
1
Converse comparison theorem
1
duality
1
Generalized anticipated BSDEs
.
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Date issued
2
2016
3
2013