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 |
Files
Accepted Journal Article
(275 Kb)
PDF
Publisher Licence URL
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/
You might also like
Stochastic differential games with controlled regime-switching
(2024)
Journal Article
Optimal Control of Probability on A Target Set for Continuous-Time Markov Chains
(2023)
Journal Article
Existence of geometric ergodic periodic measures of stochastic differential equations
(2023)
Journal Article
Periodic measures and Wasserstein distance for analysing periodicity of time series datasets
(2023)
Journal Article