BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDE, path-dependent PDE and nonlinear Feynman-Kac formula |
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BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (English)
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6 July 2016
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path-dependent PDEs
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backward stochastic differential equations
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nonlinear Feynman-Kac formula
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