{"id":"W749295500","doi":"10.1080/07362994.2016.1164607","title":"On anticipated backward stochastic differential equations with Markov chain noise","year":2016,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"","keywords":"Mathematics; Markov chain; Stochastic differential equation; Stochastic partial differential equation; Applied mathematics; Uniqueness; Scalar (mathematics); Comparison theorem; Mathematical analysis; Duality (order theory); Differential equation; Pure mathematics; Statistics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003689807,0.001323079,0.001369118,0.001280493,0.000657721,0.001660627,0.001288925,0.00196743,0.002976411],"category_scores_gemma":[0.008832247,0.000480548,0.001553655,0.0009478077,0.002025793,0.00292875,0.002148708,0.002475984,0.0002797246],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002103787,"about_ca_system_score_gemma":0.001798256,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004008319,"about_ca_topic_score_gemma":0.002085638,"domain_scores_codex":[0.9987405,0.0005100388,0.00006741581,0.0002372032,0.0002504808,0.0001944254],"domain_scores_gemma":[0.9959185,0.002762865,0.0005399108,0.0001020591,0.0004452468,0.0002314614],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00005948606,0.00002640418,0.000694525,0.00008236962,0.00004960118,0.0001907341,0.0001079747,0.08509284,0.001898135,0.9091398,0.0003769008,0.002281194],"study_design_scores_gemma":[0.00004789112,0.00006333166,0.0004647371,0.00004086871,0.00003248771,0.00007922983,0.0000424327,0.6736005,0.0006529375,0.3233684,0.001563922,0.00004329405],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.09380675,0.002481417,0.8879489,0.002452859,0.0002933336,0.00009518099,0.0002234484,0.00008743892,0.01261068],"genre_scores_gemma":[0.910702,0.00342688,0.06431638,0.0008527373,0.0004527187,0.0002814815,0.0003305443,0.00009083901,0.01954639],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004008319,"threshold_uncertainty_score":0.01951385,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0152051196857825,"score_gpt":0.2222787796758886,"score_spread":0.2070736599901061,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}