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- W2775355612 abstract "Using stochastic flows, probabilistic solutions of Markovian, regime-switching, forward and backward Kolmogorov's equations are discussed. These equations may be related to some pricing equations in mathematical finance. Their solutions are derived by differentiating a family of conditional expectations." @default.
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- W2775355612 date "2018-04-01" @default.
- W2775355612 modified "2023-10-12" @default.
- W2775355612 title "A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows" @default.
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- W2775355612 doi "https://doi.org/10.1016/j.jmaa.2017.12.019" @default.
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