Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316): Difference between revisions
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Latest revision as of 09:41, 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)
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4 August 2017
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path-dependent backward stochastic differential equations
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jump diffusion
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path-dependent partial integro-differential equations
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functional Feynman-Kac theorem
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path-differentiability
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viscosity solution
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functional Itô formula
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