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20082021
most citedA general theory of Finite State Backward Stochastic Difference Equations

101 citations · 224 across the 20 of their papers we have counts for

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math.PR2015

Some Properties of Reflected Backward Stochastic Differential Equations for a Finite State Markov Chain Model

Zhe Yang, Dimbinirina Ramarimbahoaka, Robert J. Elliott

In this paper, we provide an estimate for the solutions of reflected backward stochastic differential equations (RBSDEs) driven by a Markov chain, derive a continuous dependence pr…