A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984): Difference between revisions
From MaRDI portal
Revision as of 13:49, 14 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps |
scientific article |
Statements
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (English)
0 references
20 October 2017
0 references
stochastic delay differential equations
0 references
quadratic variation
0 references
Lévy processes
0 references
Feynman-Kac formula
0 references
mild solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references