Ning Ma
Backward stochastic differential equations with Markov chains and associated PDEs
Ma, Ning; Wu, Zhen; Zhao, Huaizhong
Citation
Ma, N., Wu, Z., & Zhao, H. (2021). Backward stochastic differential equations with Markov chains and associated PDEs. Journal of Differential Equations, 302, 854-894. https://doi.org/10.1016/j.jde.2021.09.012
Journal Article Type | Article |
---|---|
Acceptance Date | Sep 12, 2021 |
Online Publication Date | Sep 22, 2021 |
Publication Date | Nov 25, 2021 |
Deposit Date | Sep 23, 2021 |
Publicly Available Date | Sep 23, 2023 |
Journal | Journal of Differential Equations |
Print ISSN | 0022-0396 |
Electronic ISSN | 1090-2732 |
Publisher | Elsevier |
Peer Reviewed | Peer Reviewed |
Volume | 302 |
Pages | 854-894 |
DOI | https://doi.org/10.1016/j.jde.2021.09.012 |
Public URL | https://durham-repository.worktribe.com/output/1232468 |
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http://creativecommons.org/licenses/by-nc-nd/4.0/
Copyright 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/
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