Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152977 | Statistics & Probability Letters | 2013 | 9 Pages |
Abstract
In this paper, we deal with a class of anticipated backward stochastic differential equations related to finite state, continuous time Markov chains. The adapted solution of those equations as well as a scalar comparison theorem will be established.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Wen Lu, Yong Ren,