2 papers
math.RA2008★ 3 cited
A Ring Isomorphism and corresponding Pseudoinverses
Samuel N. Cohen, Robert J. Elliott, Charles E. M. Pearce
This paper studies the set of matrices for which all row and column sums equal zero. By representing these matrices in a lower dimensional space, it is shown that this…
math.PR2008
Solutions of Backward Stochastic Differential Equations on Markov Chains
Samuel N. Cohen, Robert J. Elliott
We consider backward stochastic differential equations (BSDEs) related to finite state, continuous time Markov chains. We show that appropriate solutions exist for arbitrary termin…