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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 87, 2015 - Issue 1
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Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure

Jingtao ShiSchool of Mathematics, Shandong University, Jinan250100, P.R. ChinaCorrespondence[email protected]
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Zhen WuSchool of Mathematics, Shandong University, Jinan250100, P.R. ChinaView further author information
Pages 1-29 | Received 18 Dec 2011, Accepted 09 Apr 2014, Published online: 27 Jun 2014

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