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Backward stochastic differential equations with Markov chains and associated PDEs

Ma, Ning; Wu, Zhen; Zhao, Huaizhong

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Authors

Ning Ma

Zhen Wu



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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