Quadratic BSDEs with jumps and related PIDEs (Q5086911): Difference between revisions
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Revision as of 18:45, 5 March 2024
scientific article; zbMATH DE number 7554290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic BSDEs with jumps and related PIDEs |
scientific article; zbMATH DE number 7554290 |
Statements
Quadratic BSDEs with jumps and related PIDEs (English)
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8 July 2022
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quadratic backward stochastic differential equations with jump
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Poisson random measure
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Itô-Krylov's formula
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comparison principle
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partial integro-differential equations
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viscosity solutions
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