Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations (Q4818631): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q218408 |
||
| Property / author | |||
| Property / author: Kenneth Hvistendahl Karlsen / rank | |||
Revision as of 11:08, 11 February 2024
scientific article; zbMATH DE number 2104336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations |
scientific article; zbMATH DE number 2104336 |
Statements
Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations (English)
0 references
29 September 2004
0 references
Integro-partial differential equations
0 references
viscosity solutions
0 references
comparison principles
0 references
Lévy processes
0 references
backward stochastic differential equations
0 references
option pricing
0 references
