Maximum Principles of Markov Regime-Switching Forward-Backward Stochastic Differential Equations with Jumps and Partial Information


Menoukeu Pamen, O (2017) Maximum Principles of Markov Regime-Switching Forward-Backward Stochastic Differential Equations with Jumps and Partial Information. Journal of Optimization Theory and Applications.

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Item Type: Article
Additional Information: ## TULIP Type: Articles/Papers (Journal) ##
Depositing User: Symplectic Admin
Date Deposited: 17 Jul 2017 08:36
Last Modified: 19 Jan 2023 06:59
URI: https://livrepository.liverpool.ac.uk/id/eprint/3008506
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