A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1502.07531 / rank | |||
Normal rank | |||
Revision as of 12:40, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates |
scientific article |
Statements
A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (English)
0 references
27 October 2016
0 references
time-inhomogeneous Lévy process
0 references
Feynman-Kac representation
0 references
partial integro-differential equation
0 references
killing rate
0 references
weak solution
0 references
variational solution
0 references
parabolic evolution equation
0 references
pseudo-differential equation
0 references
nonlocal operator
0 references
fractional Laplace operator
0 references
Sobolev-Slobodeckii spaces
0 references
option pricing
0 references
Laplace transform
0 references
occupation time
0 references
employee option
0 references
Galerkin method
0 references
