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20132025
most citedReflected Backward Stochastic Difference Equations and Optimal Stopping Problems under g-expectation

8 citations

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math.PR2015

Fully Coupled Forward-backward Stochastic Differential Equations on Markov Chains

Shaolin Ji, Haodong Liu, Xinling Xiao

We define fully coupled forward-backward stochastic differential equations on spaces related to continuous time, finite state Markov Chains. Existence and uniqueness results of the…