A General Theory of Finite State Backward Stochastic Difference Equations

Author: 

Cohen, S
Elliott, R

Publication Date: 

1 April 2010

Journal: 

Stochastic Processes and their Applications

Last Updated: 

2021-03-17T04:36:05.35+00:00

Volume: 

120

DOI: 

10.1016/j.spa.2010.01.004

page: 

442-466

Symplectic id: 

352317

Submitted to ORA: 

Not Submitted

Publication Type: 

Journal Article