BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975): Difference between revisions
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Latest revision as of 04:07, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs with jumps and path-dependent parabolic integro-differential equations |
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BSDEs with jumps and path-dependent parabolic integro-differential equations (English)
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7 August 2015
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backward stochastic differential equations
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jump-diffusion processes
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Itō integral
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path-dependent parabolic integro-differential equations
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