Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316): Difference between revisions
From MaRDI portal
Latest revision as of 10:41, 30 July 2024
scientific article; zbMATH DE number 6756833
Language | Label | Description | Also known as |
---|---|---|---|
English | Path-dependent BSDEs with jumps and their connection to PPIDEs |
scientific article; zbMATH DE number 6756833 |
Statements
Path-dependent BSDEs with jumps and their connection to PPIDEs (English)
0 references
4 August 2017
0 references
path-dependent backward stochastic differential equations
0 references
jump diffusion
0 references
path-dependent partial integro-differential equations
0 references
functional Feynman-Kac theorem
0 references
path-differentiability
0 references
viscosity solution
0 references
functional Itô formula
0 references
0 references
0 references
0 references
0 references