Release Time:2019-10-24 |
Hits:
Shi Jingtao
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Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
Backward Stochastic Differential Equations with Markov Switching Driven by Brownian Motion and Poisson Random Measure
Institution:数学学院
Title of Paper:Backward Stochastic Differential Equations with Markov Switching Driven by Brownian Motion and Poisson Random Measure
Journal:Stochastics-An International Journal of Probability and Stochastic Processes
First Author:Shi Jingtao
All the Authors:吴臻,Shi Jingtao
Document Code:lw-168287
Volume:87
Issue:1
Page Number:1-29
Translation or Not:No
Date of Publication:2015-02
Included Journals:SCI