Multi-valued backward stochastic differential equations with regime switching
Abstract The paper considers a class of multi-valued backward stochastic differential equations with subdifferential of a lower semi-continuous convex function with regime switching, whose generator is a continuous-time Markov chain with a finite state space. Firstly, we get the existence and unique...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-12-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13662-019-2421-9 |