Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations with Jumps and Partial Information
Crossref DOI link: https://doi.org/10.1007/s10957-017-1144-x
Published Online: 2017-08-10
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pamen, Olivier Menoukeu
Funding for this research was provided by:
Alexander von Humboldt-Stiftung (01DG15010)
Seventh Framework Programme (318984-RARE)
Bundesministerium für Bildung und Forschung
License valid from 2017-08-10