| 题名 | Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure |
| 链接 | http://www.tandfonline.com/doi/full/10.1080/17442508.2014.914514#.VDSKt_S2cjk |
本帖最后由 cqnuly 于 2014-10-8 09:04 编辑
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