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Backwardstochastic differential equations with Markov switching driven by Brownian motionand Poisson
ISSN号:1744-2508
期刊名称:Stochastics: An International Journal of Probabili
时间:2015.2.1
页码:1-29
相关项目:随机最优控制和正倒向随机微分方程理论及其应用
作者:
Jingtao Shi|Zhen Wu|
同期刊论文项目
随机最优控制和正倒向随机微分方程理论及其应用
期刊论文 33
会议论文 8
获奖 5
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