Backward Stochastic Differential Equations in a Semi-Markov Chain Model

Authors

Robert J. Elliott, University of Calgary, Calgary, AB, T2N 1N4, CanadaFollow
Zhe Yang, University of Calgary, Calgary, AB, T2N 1N4, CanadaFollow

Recommended Citation

Elliott, Robert J. and Yang, Zhe (2023) "Backward Stochastic Differential Equations in a Semi-Markov Chain Model," Journal of Stochastic Analysis: Vol. 4: No. 3, Article 3.
DOI: 10.31390/josa.4.3.03
Available at: https://repository.lsu.edu/josa/vol4/iss3/3

DOI

10.31390/josa.4.3.03